Sumários
Lecture 9
17 abril 2024, 09:30 • Nuno Sobreira
Chapter 4 - Univariate time series models for volatility (until slide 45)
Lecture 8
10 abril 2024, 09:30 • Nuno Sobreira
3 - Stylized facts of financial time series. 4 - Univariate time series models for volatility (until slide 19)
Lecture 7
3 abril 2024, 09:30 • Nuno Sobreira
2 - Linear time series models. SARIMA models. 3 - Stylized facts of financial time series (until slide 33)