ARCH/GARCH models: Box Jenkins methodology and forecasting.

21 Maio 2014, 09:30 • Nuno Sobreira

ARCH/GARCH models: Box Jenkins methodology and forecasting.

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Univariate models for volatility: ARCH and GARCH models

19 Maio 2014, 08:00 • Nuno Sobreira

Univariate models for volatility: ARCH and GARCH models

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Empirical applications of exponential smoothing methods. Univariate models for volatility: introduction

14 Maio 2014, 09:30 • Nuno Sobreira

Empirical applications of exponential smoothing methods. Univariate models for volatility: introduction.

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Exponential smoothing methods: trend and seasonal models

12 Maio 2014, 08:00 • Nuno Sobreira

Exponential smoothing methods: trend and seasonal models

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Model based forecasting and pragmatic/naive forecasting. The simple exponential method: definitions and miscelaneous remarks.

7 Maio 2014, 09:30 • Nuno Sobreira

Model based forecasting and pragmatic/naive forecasting. The simple exponential method: definitions and miscelaneous remarks.

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