Group work presentations

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

Group work presentation and discussion

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Group work presentations

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

Group work presentation and discussion

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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

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ARCH Models

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

Volatility

Stylized facts of financial time series

ARCH models

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TEST 2 + Volatility

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

Test 2

Recognizing volatility structure in financial time series

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