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Métodos de Previsão para Finanças
1 Semestre 2015/2016
pt
en
Team Works
Anexos
Team Work 1 (PDF)
Group numbers (PDF)
Team Work 2 (PDF)
Presentations Wednesday (PDF)
Presentations Monday (PDF)
Team Work grades (PDF)
Página Inicial
Avaliação
Bibliografia
Horário
Métodos de Ensino e Avaliações
Objectivos
Planeamento
Programa
Turnos
Anúncios
Sumários
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Chapter 1 - Introduction to time series
Syllabus Financial Forecasting
Chapter 2 - ARMA models
List of exercises
Previous exams
Chapter 3 - Box-Jenkins methodology
Team Works
Chapter 4 - Non-stationary time series models. Unit root tests.
Chapter 5 - Forecasting with ARIMA models
Chapter 6 - Time series models for seasonal data (SARIMA)
Chapter 7 - Volatility time series models (GARCH)
Exam Formulae
Exams 2016