Lecture 13

17 Maio 2024, 14:00 • Nuno Sobreira

Chapter 5 - Multivariate models for volatility

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Lecture 14

17 Maio 2024, 09:30 • Nuno Sobreira

Chapter 5 - multivariate models for volatility

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Lecture 12

15 Maio 2024, 09:30 • Nuno Sobreira

Practical class: solving exercises from the provided exercise sheets

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Lecture 11

8 Maio 2024, 09:30 • Nuno Sobreira

End of the chapter about volatility time series models. Practical class: solving exercises from the exercise sheets.

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Lecture 10

24 Abril 2024, 09:30 • Nuno Sobreira

Univariate models for volatility: slides 41-56

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