Sumários
Lecture 3
1 Março 2023, 18:00 • Nuno Sobreira
Solving the homework. End of chapter 2 - Stylized facts in financial time series. Calendar effects. Empirical patterns related with the conditional distribution of the financial time series. Several examples of applications in R.
lecture 2
22 Fevereiro 2023, 18:00 • Nuno Sobreira
Stylized facts from financial time series: part 1
Lecture 1
15 Fevereiro 2023, 18:00 • Nuno Sobreira
Chapter 1 - Introduction to Financial Time Series. Main concepts about prices, returns, volatility, etc. Setting up time series data in R.