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Séries Temporais para Finanças
2 Semestre 2023/2024
pt
en
Anexos
Exercises_FTS.pdf
Exercises_FTS_ch_1_2.pdf
rents.txt
price.txt
dax_sp500.wf1
Exercises Chap. 4.pdf
Exercises_FTS_ch_1_2_sol.pdf
Exercises_FTS_sol.pdf
Página Inicial
Avaliação
Bibliografia
Horário
Métodos de Ensino e Avaliações
Objectivos
Planeamento
Programa
Turnos
Anúncios
Sumários
Intro to Financial Time Series
2 - First concepts and Linear TS models
3 - Stylized facts of FTS
4 - Univariate models for volatility
Team Work
Exercise sheet
5 - Multivariate models for volatility
Grades after Final Exam 1
Grades after Final Exam 2