Group work presentations

17 dezembro 2020, 20:00 • Nuno Paulo De Sousa Arrobas Crato

Group work presentation and discussion

---

Group work presentations

10 dezembro 2020, 20:00 • Nuno Paulo De Sousa Arrobas Crato

Group work presentation and discussion

---

GARCH Models

3 dezembro 2020, 20:00 • Nuno Paulo De Sousa Arrobas Crato

Stylized facts of financail time series - continuation

GARCH Models - a brief introduction

---

ARCH Models

26 novembro 2020, 20:00 • Nuno Paulo De Sousa Arrobas Crato

Volatility

Stylized facts of financial time series

ARCH models

---

TEST 2 + Volatility

19 novembro 2020, 20:00 • Nuno Paulo De Sousa Arrobas Crato

Test 2

Recognizing volatility structure in financial time series

---