Bocconi University Exercises in Financial Econometrics for Portfolio Optimization and Financial Markets
File list:
data_daily.txt
data_daily_string.txt
data_quarterly.txt
data_quarterly_string.txt
Exercise Lec 1 Debriefing.pdf
Lab exercise 1.pdf
Lab_1_GARCH_2013.m
logL1.m
logL2.m
mean_variance_multiperiod.m
mean_variance_oneperiod.m
ngarch.m
ngarch_sim.m
objfunction.m
regression_tool_1.m
rows.m
STOCKINT.xls
VaR_compute.m