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Collège du Management de la Technologie (CDM)
FIN-407
General information
Exercise sessions
Exercise sessions
Download folder
Session 1
Case_study_1_epfl_2018_2019.pdf
Case_study1_Ex1_Correction.pdf
Correction_Exercises_1_epfl_2018_2019.pdf
exercise_1_case_study_1.xlsx
exercise_2_case_study_1.xlsx
Exercises_Session_1_epfl_2018_2019.pdf
Session 2
Case_study_1_Ex2n3_Correction.pdf
Primer_time_series_analysis_epfl_2019.pdf
Session 3
case_study_2_epfl_2019.pdf
Correction_GARCH_models_epfl_2019.pdf
Correction_term_structure_volatility_epfl_2019.xlsx
data_case_study_2_epfl_2019.xls
Exercises_GARCH_models_epfl_2019.pdf
Term_structure_of_volatility_epfl_2019.xlsx
Session 4
DCC-CC-GARCH.xlsm
F-GARCH_correction.xlsx
F-GARCH.xlsx
GARCH_EWMA_Beta_correction.xlsx
GARCH_EWMA_Beta.xlsx
MGARCH_portfolio_optimization.xlsm
Session 5-6
Case_study_PCA_comments_epfl_2019.pdf
d_swap.txt
exercises_PCA_Financial_Econometrics_2019.pdf
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