Essays about: "Emil Collin"

Found 1 essay containing the words Emil Collin.

  1. 1. Forecasting Volatility on Swedish Stock Returns : A study comparing the performance of different volatility forecasting models

    University essay from Umeå universitet/Nationalekonomi

    Author : Emil Collin; [2019]
    Keywords : ;

    Abstract : This study aims to find the model which generates the best volatility forecasts of single stock returns on the Swedish Market. The models are estimated using an in-sample dataset of daily observations from 2010.01.01 to 2018. READ MORE