Exercises and questions

End of chapter questions - July 2020 version 1

Empirical questions - July 2020 version 1

Practical material to follow the book

The material from the book can be practically implemented in an eight-seminar. The course structure, along with weekly homework exercises, can be found here. Below you will find the material for each seminar:

Seminar 1
Seminar 2
Seminar 3
Seminar 4
Seminar 5
Seminar 6
Seminar 7
Seminar 8

We have also made accessible the Support Notebook for the course, which includes more advanced R material and discussion on some topics of Financial Risk Forecasting.

Thanks to Alvaro Aguirre for developing the seminar and support notebooks.