Lecture

6 Maio 2022, 08:00 • Nuno Sobreira

Chapter 7 - Applications of volatility time series models.

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Lecture

4 Maio 2022, 09:30 • Nuno Sobreira

Chapter 7 - Properties of ARCH and GARCH processes

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Lecture

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 16

25 Março 2022, 08:00 • Nuno Sobreira

Chapter 4 - Non-stationary processes. Difference stationary processes. Random walk and random walk with drift. Unit root tests

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Lecture 15

23 Março 2022, 09:30 • Nuno Sobreira

Solving Box-Jenkins chapter 3 exercises

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