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R codes for Tutorial

Link: Karlsruher Institut für Technologie (KIT), Lehrstuhl für Ökonometrie und Statistik (STAT)

Overview:

Task List of the Tutorial:

  1. Financial Returns: Basic Concepts and Properties
  • 1.1. Introduction
  • 1.2. Financial Time Series
  • 1.3. Distributional Properties of Financial Returns
  1. Time Series Foundations and Price Dynamics
  • 2.1. Foundations in Time Series Analysis
  • 2.2. Financial Prices and Returns
  1. Modelling Time-Varying Volatility
  • 3.1. Introduction
  • 3.2. GARCH Models

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