Group Project Presentations

12 Dezembro 2019, 19:30 • Jorge Caiado

Group Project Presentations

---

Presentation and discussion of group projects

10 Dezembro 2019, 18:00 • Nuno Paulo De Sousa Arrobas Crato

Presentation and discussion of group projects

---

Volatility and ARCH Model

5 Dezembro 2019, 19:30 • Jorge Caiado

Volatility and ARCH Model

---

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

---