Financial Econometrics II: Week 5
Slides¶
New
In-person Slides (pdf)
In-person Slides (web)
In-person Slides (Jupyter Notebook)
Same as Previous Week
Univariate Volatility
Univariate Volatility (Print Optimized)
Data Files
Univariate Volatility Data (pandas HDF) used in the IPython notebook-based 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¶
Solutions
See the Week 3 page for solutions for the Week 3 problem.
Practice Quiz¶
Oxford MFE Students only (Canvas)
Pre-lecture content¶
Reading
The readings listed correspond to the pre-recorded content. You should either watch the pre-recorded content or read the notes prior to the Week 5 lecture.
Sections 7.7 from the Univariate Volatility Notes
Presentation
Oxford MFE Students only (Canvas)