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Volatilitetsprognoser på den svenska aktiemarknaden: Tillämpning av Arch Typ modeller
KTH, School of Architecture and the Built Environment (ABE), Real Estate and Construction Management.
2015 (Swedish)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesisAlternative title
Forecasting Volatility On The Swedish Stock Market: Application of ARCH Type Models (English)
Place, publisher, year, edition, pages
Keyword [en]
ARCH(1), GARCH(1.1), TGARCH(1.1), volatility, forecasting, OMXS30, Sweden
Keyword [sv]
ARCH(1), GARCH(1.1), TGARCH(1.1), volatilitet, prognoser, OMXS30, Sverige
National Category
Engineering and Technology
URN: urn:nbn:se:kth:diva-170471Archive number: 381OAI: diva2:838514
Available from: 2015-06-30 Created: 2015-06-30 Last updated: 2015-06-30Bibliographically approved

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