Predictive abilities of common models of volatility - Empirical test with the Finnish market data

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Autoria(s): Lehtonen, Aleksi

Data(s)	21/02/2014 21/02/2014 2013
Identificador	http://www.doria.fi/handle/10024/94631 URN:NBN:fi-fe201402211563
Idioma(s)	en
Palavras-Chave	#Volatility #Volatiliteetti #GARCH #EWMA #Forecasting #Ennustaminen
Tipo	Bachelor's thesis Kandityö