30E00800 - Time Series Analysis, 26.02.2019-29.05.2019
This course space end date is set to 29.05.2019 Search Courses: 30E00800
Lecture 14 (Thursday 18.4.2019)
Krav för slutförande
Introduction to Conditional Heteroscdedasticy models (ARCH, GARCH etc., Brooks, Chapter 8
Idea of Maximum likelihood estimation (MLE)
See also the book slides:
https://www.cambridge.org/features/economics/brooks/downloads/PPT/Ch8_slides.ppt