Interactive Financial Econometrics

Interactive server for distance study and learning is being developed at mathematica.fsv.cuni.cz. Until it will be fully functionable, I will publish parts from Financial Econometrics I have been working on lately, so students can use it.

All the charts are interactive, you can change the content by evaluating the input cells with different parameters. Keep in mind that the content is being evaluated on webmathematice server, and while it is quite lengthy, it might take few seconds.

 

part on AR(p), MA(q)

part on ARIMA(p,d,q) and Random Walk

part on ARCH(m), GARCH(m,s)

 

more are comming !