Lecture 26

6 Maio 2022, 08:00 • Nuno Sobreira

Chapter 7 - Applications of volatility time series models.

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Lecture 25

4 Maio 2022, 09:30 • Nuno Sobreira

Chapter 7 - Properties of ARCH and GARCH processes

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Lecture 24

29 Abril 2022, 08:00 • Nuno Sobreira

Chapter 7 - Introduction to financial time series data. Main empirical patterns of financial time series

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Lecture 23

27 Abril 2022, 09:30 • Nuno Sobreira

Chapter 6 - Seasonality. SARIMA models.

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Lecture 22

22 Abril 2022, 08:30 • Nuno Sobreira

Chapter 6 - Seasonality. SARIMA models.

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