Stock market forecasting:investigation of a relationshipbetween GDP per capita and stockmarket volatility : A statistical study based on the GARCH(1,1)model
Stock market indexes such as S&P 500 depends on many different variables, such as macroeconomic variables, causing the volatility to appear random. Getting a close estimation of the volatility is of high interest when making investments. Volatility models and analysis of different macroecono...
| Main Authors: | , |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
KTH, Skolan för datavetenskap och kommunikation (CSC)
2015
|
| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187028 |