Sumários

Revisions

13 Maio 2022, 14:30 Rita Sousa


Revisions.

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.