Sumários

GARCH models. Forecasting with GARCH models.

26 Novembro 2014, 18:00 Nuno Sobreira

GARCH models. Forecasting with GARCH models.


GARCH models. Forecasting with GARCH models.

24 Novembro 2014, 19:30 Nuno Sobreira

GARCH models. Forecasting with GARCH models.


Main features financial time series. ARCH models.

19 Novembro 2014, 18:00 Nuno Sobreira

Main features financial time series. ARCH models.


Main features financial time series. ARCH models.

17 Novembro 2014, 19:30 Nuno Sobreira

Main features financial time series. ARCH models.


Unit root tests: additional examples. Forecasting with ARIMA models

12 Novembro 2014, 18:00 Nuno Sobreira

Unit root tests: additional examples. Forecasting with ARIMA models