Sumários

14 Maio 2021, 14:30 • Rita Sousa

Asymmetric Volatility.

Exercises.

Applications with STATA.

Attendance: 20 students

Link for class: https://videoconf-colibri.zoom.us/j/84968017098?pwd=RFh0K081Q2JrSlIzeXdYR3p2anVXQT09

14 Maio 2021, 13:00 • Rita Sousa

Motivation.

Regression Models.

Symmetric Volatility.

Applications with STATA.

Attendance: 20 students

Link for class: https://videoconf-colibri.zoom.us/j/84968017098?pwd=RFh0K081Q2JrSlIzeXdYR3p2anVXQT09

7 Maio 2021, 14:30 • Rita Sousa

Vector Coint Models:

- Model Specification.

Applications with STATA.

Attendance: 18 students

Link for class: https://videoconf-colibri.zoom.us/j/84968017098?pwd=RFh0K081Q2JrSlIzeXdYR3p2anVXQT09

7 Maio 2021, 13:00 • Rita Sousa

Vector Coint Models:

- The Johansen Method.

Applications with STATA.

Attendance: 18 students

Link for class: https://videoconf-colibri.zoom.us/j/84968017098?pwd=RFh0K081Q2JrSlIzeXdYR3p2anVXQT09

30 Abril 2021, 14:30 • Rita Sousa

Single-Eq Cointegration:

- Definition of Cointegration.

- Error Correction Model (ECM).

- Testing for Cointegration.

Applications with STATA.

Attendance: 26 students

Link for class: https://videoconf-colibri.zoom.us/j/84968017098?pwd=RFh0K081Q2JrSlIzeXdYR3p2anVXQT09