Udemy - Master Financial Econometrics for Time Series Analysis

Files:

• Get Bonus Downloads Here.url (0.2 KB)
~Get Your Files Here ! 1 - Introduction
• 1 -Welcome and Why Financial Econometrics.mp4 (61.5 MB)
• 2 -What You Can Expect.mp4 (65.7 MB)
• 3 -Q&A and Discord.mp4 (32.3 MB)
• 4 - RESOURCES.html (0.8 KB)
RESOURCES Appendix
• appendix_excel_playground.xlsx (21.4 KB)
• DS_Store (8.0 KB)
Section2
• 2_3_eulers_constant.xlsx (134.0 KB)
• 2_4_modelling_ln_returns.xlsx (328.0 KB)
Section3
• 3_probability_and_mom.xlsx (1.1 MB)
• 3_probability_and_mom_STARTING.xlsx (567.8 KB)
Section4
• joint_probs_and_copulas.xlsx (1.1 MB)
• joint_probs_and_copulas_STARTING.xlsx (957.2 KB)
Section5
• 5_estimation_methods.xlsx (459.2 KB)
• 5_estimation_methods_STARTING.xlsx (290.0 KB)
Section6
• 6_autocorrelation.xlsx (167.0 KB)
• 6_autocorrelation_STARTING.xlsx (61.7 KB)
• DS_Store (6.0 KB)
Section7
• 7_stationarity_coint.xlsx (625.4 KB)
• 7_stationarity_coint_STARTER.xlsx (350.2 KB)
Section8
• 8_garch.xlsx (603.3 KB)
• 8_garch_starting.xlsx (154.1 KB)
• data.xlsx (247.2 KB)
• ~$3_probability_and_mom.xlsx (0.2 KB)
__MACOSX RESOURCES Appendix
• _appendix_excel_playground.xlsx (0.2 KB)
Section2
• _2_3_eulers_constant.xlsx (0.2 KB)
• _2_4_modelling_ln_returns.xlsx (0.2 KB)
Section3
• _3_probability_and_mom.xlsx (0.2 KB)
• _3_probability_and_mom_STARTING.xlsx (0.2 KB)
Section4
• _joint_probs_and_copulas.xlsx (0.3 KB)
• _joint_probs_and_copulas_STARTING.xlsx (0.2 KB)
Section5
• _5_estimation_methods.xlsx (0.3 KB)
• _5_estimation_methods_STARTING.xlsx (0.3 KB)
Section6
• _.DS_Store (0.1 KB)
• _6_autocorrelation.xlsx (0.3 KB)
• _6_autocorrelation_STARTING.xlsx (0.2 KB)
Section7
• _7_stationarity_coint.xlsx (0.2 KB)
• _7_stationarity_coint_STARTER.xlsx (0.3 KB)
Section8
• _8_garch.xlsx (0.3 KB)
• _8_garch_starting.xlsx (0.2 KB)
• _.DS_Store (0.1 KB)
• _data.xlsx (0.2 KB)
• _~$3_probability_and_mom.xlsx (0.2 KB)
10 - APPENDIX
• 1 -Excel Quick Tips.mp4 (36.5 MB)
2 - Modelling Financial Prices and Returns
• 1 -Simple Prices.mp4 (13.0 MB)
• 2 -Simple Returns.mp4 (3.3 MB)
• 3 -Logarithm vs Natural Logarithm.mp4 (67.3 MB)
• 4 -Modelling With Ln Prices and Ln Returns - Additive Property.mp4 (68.1 MB)
• 5 -Modelling With Ln Returns - Histogram.mp4 (65.7 MB)
3 - Introduction to Probability and Central Moments
• 1 -Finding Financial Data.mp4 (22.7 MB)
• 10 -Fitting Normal Distribution to SPY Ln Returns.mp4 (64.7 MB)
• 11 -Skewness and Kurtotsis - Theory.mp4 (19.5 MB)
• 12 -Skewness and Kurtosis - Practice.mp4 (30.1 MB)
• 13 -Empirical vs Student-T and Std Normal PDF - Intro.mp4 (21.5 MB)
• 14 -Empirical vs Student-T and Std Normal PDF - Build.mp4 (144.0 MB)
• 15 -ECDF vs Normal CDF.mp4 (90.2 MB)
• 16 -Building a Q-Q Plot.mp4 (69.5 MB)
• 17 -Q-Q Plot Review and Recap.mp4 (20.2 MB)
• 18 -PDF and CDF Math Notation.mp4 (18.4 MB)
• 19 -Mixture Densities - Intro.mp4 (24.7 MB)
• 2 -Section Resources Note.mp4 (13.2 MB)
• 20 -Mixture Densities - Build.mp4 (37.3 MB)
• 3 -Discrete Probability Densities.mp4 (64.4 MB)
• 4 -Random Variables and their CDF.mp4 (52.9 MB)
• 5 -Stats 101 - Population vs Sample Math Notation.mp4 (24.1 MB)
• 6 -First Central Moment - Mean.mp4 (12.3 MB)
• 7 -Second Central Moment - Variance.mp4 (9.0 MB)
• 8 -Standard Normal Distribution - Theory.mp4 (60.4 MB)
• 9 -Building a Normal Distribution from Scratch.mp4 (129.3 MB)
4 - Modelling Joint Probability with Copula Dependency
• 1 -Covariance vs Pearson's Correlation Coefficient.mp4 (29.9 MB)
• 2 -Calculating Covar(X,Y) and Correlation.mp4 (31.0 MB)
• 3 -Bivariate Normal Joint Density.mp4 (40.1 MB)
• 4 -Copulas - Introduction.mp4 (75.9 MB)
• 5 -Copulas - Plan of Attack.mp4 (44.2 MB)
• 5 -Hoxha_422839.pdf (972.2 KB)
• 6 -Copulas - Gaussian Density Calculation.mp4 (128.9 MB)
• 7 -Copulas - Gaussian Conditional Probability.mp4 (39.7 MB)
5 - Linear Regression Estimation Methods
• 1 -Linear Regression Introduction.mp4 (52.9 MB)
• 10 -MLE - Introduction.mp4 (7.7 MB)
• 11 -MLE - Illustration.mp4 (54.1 MB)
• 12 -MLE - Ln Likelihood Function.mp4 (31.3 MB)
• 13 -MLE - Running Our First Estimation.mp4 (53.5 MB)
• 14 -ARMA - Introduction.mp4 (12.7 MB)
• 15 -ARMA - AR1 OLS vs MLE Comparison.mp4 (49.1 MB)
• 16 -ARMA - Full Estimation.mp4 (58.5 MB)
• 2 -Simple OLS - Estimating Intercept and Slope.mp4 (50.9 MB)
• 3 -Simple OLS - Intercept and Slope Practical.mp4 (41.6 MB)
• 4 -Simple OLS - ANOVA Metrics Explained.mp4 (28.5 MB)
• 5 -Simple OLS - ANOVA Calculated.mp4 (65.4 MB)
• 6 -Simple OLS - Hypothesis Testing.mp4 (40.9 MB)
• 7 -Simple OLS - LINEST Model Completion.mp4 (104.3 MB)
• 8 -Multiple OLS - Introduction to Linear Algebra.mp4 (50.6 MB)
• 9 -Multiple OLS - Practical Analysis.mp4 (167.5 MB)
6 - Working With OLS
• 1 -Gauss-Markov Assumptions for BLUE.mp4 (24.2 MB)
• 2 -ACF vs PACF - Comparison.mp4 (20.4 MB)
• 3 -ACF on XECUSDT - Calculation.mp4 (72.7 MB)
• 4 -ACF on XECUSDT - Trading Strategy Analysis (optional).mp4 (55.3 MB)
• 5 -PACF Calculation.mp4 (70.7 MB)
7 - Integration and Cointegration
• 1 -Stationarity - Strict versus Weak.mp4 (73.4 MB)
• 10 -Cointegration - Granger Causality and Linear Processes.mp4 (36.5 MB)
• 2 -Stationarity - Modelling Stationary vs Non-Stationary.mp4 (76.8 MB)
• 3 -Stationarity - Unit Roots and Integration.mp4 (28.5 MB)
• 4 -Stationarity - Testing with DF and ADF.mp4 (18.4 MB)
• 5 -Stationarity - Modelling DF and ADF Tests.mp4 (91.4 MB)
• 6 -Cointegration - Introduction.mp4 (45.3 MB)
• 7 -Cointegration - Testing ONEUSDT vs MANAUSDT.mp4 (88.9 MB)
• 8 -Cointegration - Error Correction Model (ECM).mp4 (31.4 MB)
• 9 -Cointegration - ECM Applied to ONEUSDT and MANAUSDT.mp4 (86.3 MB)
8 - GARCH Volatility Modelling
• 1 -GARCH (Symmetrical) Introduction.mp4 (39.1 MB)
• 2 -GARCH (Symmetrical) Volatility Modelling.mp4 (111.0 MB)
• 3 -GARCH (Asymmetrical) Introduction.mp4 (13.1 MB)
• 4 -GARCH (Asymmetrical) Volatility Modelling.mp4 (46.4 MB)
• 5 -GARCH Asset Pairs Comparison Using CW (Optional).mp4 (38.7 MB)
9 - Congratulations and Next Steps
• 1 -Congratulations and Useful Reading.mp4 (64.4 MB)
• 2 - Financial Trading and Analysis Further Online Resources.html (0.2 KB)
• Bonus Resources.txt (0.1 KB)