Sumários
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