Elder Javier Nunes Pereira

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Javier offers over twenty years of Central Banking Expertise (FX and Monetary policy), Central Bank of Venezuela. Main Expertise: a) Econometrics Forecasting and Quantitative Analysis (CLRM Classical Linear Regression Model, Univariate Models (Autoregressive Models ARIMA, AR, MA), VAR Models, GARCH to estimate volatility, Long run relationship Cointegretion, Monte Carlo Simulation, b) Risk Management (CRM Certificated Johnathan Mun, Wiley Finance, USA) licensed Risk Simulator Software, c) Finance (2 IMF courses Washington and Brasilia regarding Derivatives products and new Financial Instruments), d) Optimization Security Analysis and Portfolio (Optimal Sharpe, Efficient Frontier), Inves...

montecarlo simulation binary regression models (logit and probit) garch and arch models for volatility conitegration var models (vector autoregressive models) univariate time series models classical linear regression model regresion simple y múltiple. classical linear reg

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Elder Javier Nunes Pereira

Capítulo viii simulacion montecarlo

Capítulo vii modelos logit y probit

Capítulo vi arch garch

Capítulo v cointegración

Capítulo iv econometría var

Capítulo iii modelos univariados de series de tiempo

Capítulos i y ii econometría aplicada a finanzas

Capítulos i y ii econometría aplicada a finanzas