oru.sePublikationer
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Forecasting accuracy for ARCH models and GARCH (1,1) family: Which model does best capture the volatility of the Swedish stock market?
Örebro University, Orebro University School of Business, Örebro University, Sweden.
2014 (English)Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
Place, publisher, year, edition, pages
2014. , 27 p.
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:oru:diva-37495OAI: oai:DiVA.org:oru-37495DiVA: diva2:752320
Subject / course
Statistik
Supervisors
Examiners
Available from: 2014-10-03 Created: 2014-10-03 Last updated: 2014-10-03Bibliographically approved

Open Access in DiVA

Forecasting accuracy for ARCH models and GARCH (1,1) family: Which model does best capture the volatility of the Swedish stock market?(8501 kB)6907 downloads
File information
File name FULLTEXT01.pdfFile size 8501 kBChecksum SHA-512
2f0d6746beb7745545ae1594de97528bb9fe3a99f7287ac281317cf3ee2d1d70504fb4c399453770ba522740f8e759537cacfbe39496f0062b6822f9e28d8f1f
Type fulltextMimetype application/pdf

By organisation
Orebro University School of Business, Örebro University, Sweden
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar
Total: 6907 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 309 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf