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.

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lecture 2

22 fevereiro 2023, 18:00 • Nuno Sobreira

Stylized facts from financial time series: part 1

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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.

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