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MFE Financial Econometrics II: Week 3

Teaching material from Week 3.

Financial Econometrics II: Week 3


Same as week 1
Univariate Time Series Analysis
Univariate Time Series Analysis (Print Optimized)

New this week
In-person Slides (pdf)
In-person Slides (web)
In-person Slides (Jupyter Notebook)

Data Files

Time Series Data (pandas HDF) used in the IPython notebook-based slides.

Executing code in jupyter slides

See the instructions for installing the mfe package to install some function used in the slides.

Practical Assignment 4

Due Friday 5th Week Hilary

Note: This assignment remains an individual assignment since it was not possible to change it to a group project before the deadline due to the complexity of University procedures.

Computational Assignment III
Demo Autograder (Jupyter Notebook)
Demo Autograder (Python)
Solutions Template

Weekly Assignment

Week 3 Assignment


Week 3 Assignment Solution

Practice Quiz

No new quiz this week. You should be able to complete the week 1 and week 2 quizzes now

Pre-lecture content

No new pre-lecture content this week

Please ensure you have completed the pre-lecture content from Week 1 and Week 2.