Modeling and Forecasting Volatility: Evidence from Bosnia and Herzegovina
iv Abstract The purpose of this thesis is to research stock market volatility in Bosnia and Herzegovina and provide comparison with regional and European stock markets. We employ symmetric and asymmetric generalized autoregressive conditional heteroskedasticity (GARCH) models in order to estimate th...
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| Format: | Dissertation |
| Language: | English |
| Published: |
2016
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| Online Access: | http://www.nusl.cz/ntk/nusl-348007 |