Volatility Modelling of Asset Prices using GARCH Models
The objective for this master thesis is to investigate the possibility to predict the risk of stocks in financial markets. The data used for model estimation has been gathered from different branches and different European countries. The four data series that are used in the estimation are price ser...
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| Format: | Others |
| Language: | English |
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Linköpings universitet, Institutionen för systemteknik
2003
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1625 |