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.