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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
2016.
Keyword [en]
ARCH, GARCH, Volatility clustering, fat tail, forecasting, intra-daily returns
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:uu:diva-295175OAI: oai:DiVA.org:uu-295175DiVA: diva2:933131
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Available from: 2016-06-23 Created: 2016-06-03 Last updated: 2016-06-23Bibliographically approved

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CiteExportLink to record
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Citation style
  • apa
  • ieee
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