Harald Schmidbauer's Personal Homepages

Course Material -
EC 613: Dynamic Aspects of Turkish and International Financial Markets

About this course

• Course syllabus (PDF)

Slides

• Chapter 1: Some Projects From Our Recent Research (PDF)
• Chapter 2: Analyzing Price Changes: Some Aspects (PDF)
• Chapter 3: VAR Models (PDF)
• Chapter 4: Connectedness: Spillovers and more (PDF) / slides Koç University (2014-03-26) (PDF)
• Chapter 5: GARCH Models (PDF)

Getting Started in R...

• Example: Bank Customers (PDF)
• Example: Fitting an ARMA Model (PDF)
• Example: Fitting a GARCH Model (PDF)
• R and data files (zip)

Further course material

• Term projects (participation), spring term 2014 (pdf)
• Term projects (research), spring term 2014 (pdf)
• LaTeX examples, Dec 8 2010 (zip)
• Literature (zip)

Document last modified on February 22, 2021.