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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