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Date Name Thumbnail Size Description Versions
15:40, 12 March 2019 Solution week 6.pdf (file) 108 KB   1
15:40, 12 March 2019 Solution week 5.pdf (file) 102 KB   1
15:40, 12 March 2019 Solution week 4.pdf (file) 127 KB   1
15:39, 12 March 2019 Markup week 6 var.pdf (file) 4.63 MB   1
15:37, 12 March 2019 Past exam solution.pdf (file) 154 KB   1
15:37, 12 March 2019 Handouts week 7 var.pdf (file) 717 KB   1
15:36, 12 March 2019 Markup week 7 mvvol.pdf (file) 842 KB   1
15:36, 12 March 2019 Markup week 7 var.pdf (file) 5.52 MB   1
15:36, 12 March 2019 Presentation week 7 mvvol.pdf (file) 358 KB   1
15:36, 12 March 2019 Presentation week 7 var.pdf (file) 581 KB   1
15:36, 12 March 2019 Handouts week 7 mvvol.pdf (file) 488 KB   1
15:35, 12 March 2019 Past exam.pdf (file) 138 KB   1
15:33, 12 March 2019 Markup week 8 mvvol.pdf (file) 2.71 MB   1
15:23, 12 March 2019 Mock exam.pdf (file) 121 KB   1
15:22, 12 March 2019 Presentation week 8 mvvol.pdf (file) 641 KB   1
15:22, 12 March 2019 Handouts week 8 mvvol.pdf (file) 776 KB   1
13:16, 25 February 2019 Computational-exercise-3-2018-2019.zip (file) 858 KB   1
15:38, 18 February 2019 Solution week 3.pdf (file) 130 KB   1
15:38, 18 February 2019 Solution week 1.pdf (file) 98 KB   1
15:37, 18 February 2019 Ht solution 2.pdf (file) 90 KB   1
15:35, 18 February 2019 Chapter5.pdf (file) 562 KB   3
15:34, 18 February 2019 Presentation week 6 var.pdf (file) 555 KB   1
15:33, 18 February 2019 Handouts week 6 var.pdf (file) 694 KB   1
15:33, 18 February 2019 Assignment week 6.pdf (file) 29 KB   1
15:33, 18 February 2019 Markup week 5 var.pdf (file) 3.64 MB   1
15:32, 18 February 2019 Presentation week 5 var.pdf (file) 1.19 MB   1
15:32, 18 February 2019 Handouts week 5 var.pdf (file) 1.32 MB   1
15:32, 18 February 2019 Assignment week 5.pdf (file) 29 KB   1
00:22, 8 February 2019 Fe-emprical-assignment-2.pdf (file) 145 KB   2
23:09, 7 February 2019 Markup week 4 var.pdf (file) 4.17 MB   1
23:09, 7 February 2019 Markup week 4 volatility.pdf (file) 1.16 MB   1
18:02, 1 February 2019 Raw data files.zip (file) 6.39 MB   3
18:01, 1 February 2019 VAR data.mat (file) 20 KB   2
18:00, 1 February 2019 VectorAR engle granger.m (file) 4 KB   1
18:00, 1 February 2019 VectorAR impulse response.m (file) 2 KB   1
17:59, 1 February 2019 VectorAR granger causality.m (file) 2 KB   1
17:59, 1 February 2019 VectorAR order selection.m (file) 2 KB   1
17:59, 1 February 2019 VectorAR estimation.m (file) 2 KB   1
17:59, 1 February 2019 Time series data.mlx (file) 5 KB   1
17:58, 1 February 2019 Time series data.m (file) 4 KB   2
17:57, 1 February 2019 VectorAR engle granger.mlx (file) 5 KB   1
17:57, 1 February 2019 VectorAR impulse response.mlx (file) 4 KB   1
17:56, 1 February 2019 VectorAR granger causality.mlx (file) 4 KB   1
17:56, 1 February 2019 VectorAR order selection.mlx (file) 4 KB   1
17:56, 1 February 2019 VectorAR estimation.mlx (file) 5 KB   1
16:57, 1 February 2019 VaR forecast evaluation.m (file) 7 KB   1
16:56, 1 February 2019 VaR forecast evaluation.mlx (file) 6 KB   1
16:56, 1 February 2019 VaR filtered historical simulation.m (file) 4 KB   1
16:56, 1 February 2019 VaR filtered historical simulation.mlx (file) 5 KB   1
16:55, 1 February 2019 VaR historical simulation.m (file) 3 KB   1
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