Sumários
GARCH models in practice. Forecasting with GARCH.
27 Maio 2015, 09:30 • Nuno Sobreira
GARCH models in practice. Forecasting with GARCH.
ARCH models in practice. GARCH models.
25 Maio 2015, 08:00 • Nuno Sobreira
ARCH models in practice. GARCH models.
Chapter 7: Stylized facts of financial time series. The structure of the ARCH/GARCH class of models.
18 Maio 2015, 08:00 • Nuno Sobreira
Chapter 7: Stylized facts of financial time series. The structure of the ARCH/GARCH class of models.
Chapter 5: Interval forecasts using the MA representation. Forecasting accuracy measures of ARIMA models. Chapter 7: Introduction and motivation to volatility models.
13 Maio 2015, 09:30 • Nuno Sobreira
Chapter 5: Interval forecasts using the MA representation. Forecasting accuracy measures of ARIMA models. Chapter 7: Introduction and motivation to volatility models.