Econometria Financeira (2 º Sem 2019/2020)

Dear students,

Coming class we will review a bit the Box-Jenkins methodology and introduce volatility modeling.

The Project delivery is postponed for Friday May 8. You should then send your paper. The PowerPoint presentation delivery is optional at this stage.

Enjoy the holiday,

NC

Dear students,

I posted your grades to test 2. As I told you, the grading was not at all severe. Essentially, I took points out for serious mistakes or omissions only. Wednesday I can discuss a bit the tests. 

The class will be essentially practical. So please be prepared to use EViews or ITSM. Also, come prepared to discuss your project.

NC

Dear students,

Tomorrow's test will be distributed by email only. I'll send an email to each of you with your test in a PDF file by 9:30.

As it happened last time, I encourage you to print the test, write your answers on it, and send me a picture by email before 10:45 Lisbon time.

As it happen last time, I'm going to take points off for serious mistakes only . The most important think is that you take advantage of the test to retrieve your knowledge and improve on your weak points. 

Tests are different, but I keep track of the tests I'm sending to you. So, in case you don't have a printer, you can just send me by email copy of your solutions on a separate sheet. But please sign it, i.e., write your name on whatever you send me.

Best to you all,

NC