Lecture to be replaced by a new lecture in December

27 Outubro 2016, 11:30 • João Guerra

This lecture will be replaced by a new lecture in December (professor in a Conference in England). 

---

Lecture will be replaced in December

24 Outubro 2016, 10:00 • João Guerra

Lecture to be replaced by a new lecture in december (professor in a conference in england). 

---

The Wilkie model

20 Outubro 2016, 11:30 • João Guerra

Notation, basic variables and equations of the Wilkie model. 

Common structure of the equations in the Wilkie model. 

The Wilkie model as a VARMA model. 

---

Lognormal model and Wilkie model

17 Outubro 2016, 10:00 • João Guerra

The Lognormal model properties and drawbacks. 

Cross sectional and longitudinal properties of time series. 

The Wilkie model. Basic ideas about the Wilkie model. 

---

Exercises and the lognormal model properties

13 Outubro 2016, 11:30 • João Guerra

Exercises on stochastic differential equations. 

The lognormal model and market efficiency. 

The lognormal model basic properties. 

---