Sumários
Presentation and discussion of group projects
10 Dezembro 2019, 18:00 • Nuno Paulo De Sousa Arrobas Crato
Presentation and discussion of group projects
GARCH models and group presentations
3 Dezembro 2019, 18:00 • Nuno Paulo De Sousa Arrobas Crato
ARCH(p) and GARCH(p,q) models
Volatility standardization through sigma estimates
Volatility prediction
Group presentations
Diagnostic checking; Model selection; Forecasting
28 Novembro 2019, 19:30 • Jorge Caiado
Diagnostic checking; Model selection; Forecasting