Sumários
Group work presentation
13 Maio 2021, 10:00 • Nuno Paulo De Sousa Arrobas Crato
Group project presentations
Group work presentation
6 Maio 2021, 10:00 • Nuno Paulo De Sousa Arrobas Crato
Group work presentations and discussion - 1
Volatility
29 Abril 2021, 10:00 • Nuno Paulo De Sousa Arrobas Crato
Stylized facts of financial time series
Model selection
22 Abril 2021, 10:00 • Nuno Paulo De Sousa Arrobas Crato
AIC, SIC and other model selection criteria
ARIMA Identification
15 Abril 2021, 10:00 • Nuno Paulo De Sousa Arrobas Crato
Box-Jenkins methodology