Econometria Financeira
(2
º Sem
2019/2020)
EMF (Economia Monetária e Financeira)
,
MF (Mathematical Finance)
GENERAL COURSE INFORMATION
Link
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Guidelines for Tests and Exams
(Guidelines for tests and exams.pdf, 391KB)
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Project Guidelines
(Project Guidelines 20200303.pdf, 347KB)
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Slides March 18 Class
(3 - AR, MA, ARMA.pptx, 2,1MB)
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SYLLABUS
(Syllabus ECFI 2019-20 Vrs 20200320.pdf, 135KB)
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Slides March 25 class
(4. Nonstationarity.pptx, 901KB)
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Slides April 1 Class
(9. Unit Roots.pptx, 1,7MB)
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Slides April 15 Class
(8. Seasonality.pptx, 202KB)
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Slides April 22 Class
(5. Forecasting.pptx, 163KB)
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Slides April 22-29 Classes
(7. Estimation and Model Selection.ppt, 925KB)
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Lecture Notes
(LectureNotes19-20.pdf, 134KB)
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Slides May 6 Class
(15 (Wei). Chapter_13_SL_NC.ppt, 936KB)
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Project Presentation Guidelines
(Guidelines for Project Presentation .pdf, 89KB)
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