Essays about: "Evalueringsmetriker."
Found 1 essay containing the word Evalueringsmetriker..
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1. Volatility Forecasting using GARCH Processes with Exogenous Variables
University essay from KTH/Matematisk statistikAbstract : Volatility is a measure of the risk of an investment and plays an essential role in several areas of finance, including portfolio management and pricing of options. In this thesis, we have implemented and evaluated several so-called GARCH models for volatility prediction based on historical price series. READ MORE
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