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Forecasting accuracy for ARCH models and GARCH (1,1) family: Which model does best capture the volatility of the Swedish stock market?
Örebro University, Örebro University School of Business.
2014 (English)Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
Place, publisher, year, edition, pages
2014. , p. 27
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:oru:diva-37495OAI: oai:DiVA.org:oru-37495DiVA, id: diva2:752320
Subject / course
Statistik
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Examiners
Available from: 2014-10-03 Created: 2014-10-03 Last updated: 2017-10-17Bibliographically approved

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Forecasting accuracy for ARCH models and GARCH (1,1) family: Which model does best capture the volatility of the Swedish stock market?(8501 kB)22659 downloads
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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • 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