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Volatilitetsprognoser på den svenska aktiemarknaden: Tillämpning av Arch Typ modeller
KTH, School of Architecture and the Built Environment (ABE), Real Estate and Construction Management.
2015 (Swedish)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesisAlternative title
Forecasting Volatility On The Swedish Stock Market: Application of ARCH Type Models (English)
Place, publisher, year, edition, pages
2015.
Keyword [en]
ARCH(1), GARCH(1.1), TGARCH(1.1), volatility, forecasting, OMXS30, Sweden
Keyword [sv]
ARCH(1), GARCH(1.1), TGARCH(1.1), volatilitet, prognoser, OMXS30, Sverige
National Category
Engineering and Technology
Identifiers
URN: urn:nbn:se:kth:diva-170471Archive number: 381OAI: oai:DiVA.org:kth-170471DiVA: diva2:838514
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Available from: 2015-06-30 Created: 2015-06-30 Last updated: 2015-06-30Bibliographically approved

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CiteExportLink to record
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Citation style
  • apa
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