Modelos ARCH • Modelos GARCH 3hrs. Series de Tiempo Financieras : • Modelos EGARCH • Modelos TGARCH Prerrequisitos : 1. Conocimientos básicos-intermedios sobre programación en Python, estadística descriptiva y estadística inferencial. 8. Bibliografía 1) Box, G.E.P., Jenkins, G.M., Reinsel, G.C. (1994), Time Series Analysis - Forecasting and Control (3rd edition), Prentice Hall. 2) Peña, D. (2005), Análisis de Series Temporales, Alianza. 3) Reinsel, G.C. (1997), Elements of Multivariate Time Series Analysis (2nd edition), Springer. 4) Brockwell, P.J., Davis, R.A. (2002), Introduction to Time Series and Forecasting (2nd edition), Springer. 5) Davidson, R., MacKinnon, J.G. (2004), Econometric Theory and Methods, Oxford. 6) Kennedy, P. (2003), A Guide to Econometrics (5th edition), Blackwell. 7) Verbeek, M. (2004), A Guide to Modern Econometrics (2nd edition), Wiley. 8) Pole, A., West, M., & Harrison, J. (2018). Applied Bayesian forecasting and time series analysis. Chapman and Hall/CRC. 9) West, M. (2020). Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions. Annals of the Institute of Statistical Mathematics, 72(1), 1-31. 10)Ghosh, B., Basu, B., & O’Mahony, M. (2007). Bayesian time-series model for short-term traffic flow forecasting. Journal of transportation engineering, 133(3), 180-189.