Sumários
Introduction to Volatility Models
13 Abril 2023, 09:00 • Paulo Manuel Marques Rodrigues
ARCH, GARCH, EGARCH and TGARCH
Estimation
Inference
Forecasting
Properties of Financial Time Series
30 Março 2023, 09:00 • Paulo Manuel Marques Rodrigues
Properties of Financial Time Series
Nonstationary Time Series
23 Março 2023, 09:00 • Paulo Manuel Marques Rodrigues
Types of Nonstationarity;
Testing for Nonstationarity (Dickey Fuller Tests)
This class was postponed.
16 Março 2023, 09:00 • Paulo Manuel Marques Rodrigues
This class was postponed.