Econometria Financeira
(2
º Sem
2014/2015)
EMF (Economia Monetária e Financeira)
,
MF (Mathematical Finance)
Material pedagógico
Link
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Lecture 1
(Lecture 1 - Financial Econometrics.pdf, 627KB)
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Lecture 2
(Lecture 2 - Financial Econometrics.pdf, 953KB)
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Exame 2014
(Exame Normal EF 5 Junho 2014.pdf, 340KB)
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Exame de Recurso 2014
(Exame Recurso EF 26 Junho 2014.pdf, 264KB)
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Exame 2013
(Exame Normal EF 5 Junho 2013.pdf, 335KB)
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Lectures 3, 4, 5, 6 and 7 - Linear Time Series Models
(Time Series Analysis and Forecasting.pdf, 3,3MB)
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Eviews Database
(dados_econfin.wf1, 10,3MB)
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Solutions - Linear Models
(Solutions_LinearTimeSeriesModels.pdf, 206KB)
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Lectures 8, 9, 10, 11 and 12 - Volatility models
(Volatility Models.pdf, 2,6MB)
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Solutions - Volatility models
(Solutions_VolatilityModels.pdf, 345KB)
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Trabalho de Séries Temporais - Bruno N
(Serie_nao_sazonal_BrunoNascimento.pdf, 563KB)
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Paper - Modelação do PSI20
(PSI20_PJMS.pdf, 202KB)
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Paper - Forecast Water Demand
(Proof-HEENG-493.pdf, 406KB)
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