"Sun, Yimo" - Selaus tekijän mukaanPro gradu -tutkielmat ja diplomityöt
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Evaluation of Volatility Models: Evidence from Chinese Equity Markets
Sun, Yimo (2017)
Pro gradu - tutkielmaThis thesis aims to find the most appropriate model to estimate and forecast volatility in Chinese stock markets, and to investigate the differences between simple historical models and GARCH-type models. The studied ...