Econometria Financeira (2 º Sem 2018/2019)

EMF (Economia Monetária e Financeira) , MF (Mathematical Finance)

Syllabus and General Information Link

Ficheiros

EViews Basic Examples (Example_eviews.pdf, 274KB) Lecture Notes and Suggested Homework (LectureNotes.pdf, 118KB) Syllabus (New version 26 April) (Syllabus ECFI 05 .pdf, 584KB) Project Guidelines (Project Guidelines.pdf, 347KB) Volatility Slides (Chapter_13_SL_NC.ppt, 934KB) GARCH Slides (Chapter_14_SL_NC.ppt, 1,1MB) Practice for the exam! (ExamExampleEF1.pdf, 480KB) Grades EN (Grades 1 .pdf, 57KB)