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On the Autoregressive Conditional Heteroskedasticity Models
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Statistics.
2016 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Place, publisher, year, edition, pages
Keyword [en]
ARCH, GARCH, Volatility clustering, fat tail, forecasting, intra-daily returns
National Category
Probability Theory and Statistics
URN: urn:nbn:se:uu:diva-295175OAI: oai:DiVA.org:uu-295175DiVA: diva2:933131
Available from: 2016-06-23 Created: 2016-06-03 Last updated: 2016-06-23Bibliographically approved

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