"GARCH models" - Selaus asiasanan mukaanPro gradu -tutkielmat ja diplomityöt
Aineistot 1-1 / 1
-
Volatility Forecasting in Emerging Markets
(20.12.2020)
Pro gradu -tutkielmaThis thesis examines the forecasting accuracy of implied volatility and GARCH(1,1) model volatility in the context of emerging equity markets. As a measure of risk volatility is a key factor in risk management and investing. ...