I will do time series and econometric in r and python

About:

I will apply:

Time Series: arima, garch, arch, unit root test, cointegration, VAR, SVAR, BVAR, VARMA and Kalman Filter.

Stochastic Process:
Geometric brownian motion, Ornstein-Uhlenbeck process, Ito's calculos, pricing Derivatives and Black-Scholes model.

Python and R

Reviews

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