Sumários
VOLATILITY MODELS
13 Maio 2022, 13:00 • Rita Sousa
Asymmetric Volatility.
Exercises.
Applications with STATA.
VOLATILITY MODELS
6 Maio 2022, 14:30 • Rita Sousa
Motivation.
Regression Models.
Symmetric Volatility.
Applications with STATA.
UNIT ROOTS AND COINTEGRATION
6 Maio 2022, 13:00 • Rita Sousa
Vector Coint Models:
- The Johansen Method.
Applications with STATA.
Exercises.
UNIT ROOTS AND COINTEGRATION
29 Abril 2022, 14:30 • Rita Sousa
Vector Coint Models:
- The Johansen Method.
Applications with STATA.