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Teaching material

Annotated Slides

» 1.Introduction_notes
data inserimento: 2021-05-26 14:35:27
» 2.Stationarity_notes
data inserimento: 2021-05-26 14:37:42
» 3.Modeling TS_notes
data inserimento: 2021-05-26 14:36:32
» 4.Forecasting_notes
data inserimento: 2021-05-26 14:36:39
» 5.Garch_notes
data inserimento: 2021-05-26 14:36:46
» 6.MGARCH_notes
data inserimento: 2021-05-26 14:37:05
» 7.Switching Models_notes
data inserimento: 2021-05-26 14:37:33
» 8. VaR Annotated
data inserimento: 2021-05-28 09:33:02

Slides

» Introduction
data inserimento: 2021-05-12 08:44:04
» Stationarity
data inserimento: 2021-05-12 08:44:04
» Modeling Stationary Time Series
data inserimento: 2021-05-24 09:43:42
» Forecasting
data inserimento: 2021-05-24 09:43:45
» GARCH Models
data inserimento: 2021-05-24 09:43:45
» Multivariate GARCH
data inserimento: 2021-05-24 09:43:45
» Switching States Models
data inserimento: 2021-05-24 09:43:45
» VaR
data inserimento: 2021-05-26 14:32:31