Essays about: "Amadeus Wennström"
Found 1 essay containing the words Amadeus Wennström.
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1. Volatility Forecasting Performance: Evaluation of GARCH type volatility models on Nordic equity indices
University essay from KTH/Matematisk statistikAbstract : This thesis examines the volatility forecasting performance of six commonly used forecasting models; the simple moving average, the exponentially weighted moving average, the ARCH model, the GARCH model, the EGARCH model and the GJR-GARCH model. The dataset used in this report are three different Nordic equity indices, OMXS30, OMXC20 and OMXH25. READ MORE
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