Section outline

  • This week we would like you to complete:

    • Attend the live Lecture 3,  9am--    Wednesday, 7 Febr, Place: Bancroft: 3.26
    • Attend Class/Tutorial       11:00-12:00 Thursday, 8 Febr, Place: QB 212 PC lab
    • Study the  Lecture  2  material and handout 
    • Attempt the mini problems of the Quiz 2
    • Attempt the  problem set 1 of Tutorial 1 (results released next week)

    • Content topics for this week Lecture 2 include:  Introductory concepts. Stylized facts of financial data.  Summary statistics. Testing for symmetry and heavy tails. Stationarity, autocorrelation function, white noise sequence