Group work and exam preparation

24 Maio 2019, 10:00 • Nuno Paulo De Sousa Arrobas Crato

Presentation of group works and general discussion (cont.).

Discussion of exam rules and some topics

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Group work presentations

22 Maio 2019, 10:00 • Nuno Paulo De Sousa Arrobas Crato

Presentation of group works and general discussion

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ARCH and GARCH models

15 Maio 2019, 10:00 • Nuno Paulo De Sousa Arrobas Crato

Stylized facts of financial time series

Volatility models ARCH and GARCH

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Volatility

8 Maio 2019, 10:00 • Nuno Paulo De Sousa Arrobas Crato

Volatility

Stylized facts of fiunancial time series

ARCH(1)

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Lab exercises with EViews

26 Abril 2019, 10:00 • Nuno Paulo De Sousa Arrobas Crato

Modeling examples: Stationary, nonstationary, and seasonal model analysis and fitting with ARIMA

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