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Froecast the USA Stock Indices with GARCH-type Models
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Statistics.
2012 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2012. , 34 p.
Keyword [en]
Structural breaks; Long-memory; Stock indices; Forecast; FIGARCH
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:uu:diva-175432OAI: oai:DiVA.org:uu-175432DiVA: diva2:531431
Educational program
Master Programme in Statistics
Uppsok
Social and Behavioural Science, Law
Available from: 2012-06-25 Created: 2012-06-07 Last updated: 2012-06-25Bibliographically approved

Open Access in DiVA

Froecast the USA Stock Indices with GARCH-type Models_Xinhua Cai(485 kB)500 downloads
File information
File name FULLTEXT01.pdfFile size 485 kBChecksum SHA-512
0b397526b7cf9b44dd561331d8cc2005ba965486dfa76e3f56449772f67d9cad6351e0734e0f3087492624c8d082237c4b89c4709d4cf29462213808f9ef7bcd
Type fulltextMimetype application/pdf

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Department of Statistics
Probability Theory and Statistics

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CiteExportLink to record
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  • apa
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