Essays about: "Felix Viitanen"

Found 1 essay containing the words Felix Viitanen.

  1. 1. Performance of Stochastic Volatility and GARCH Models in Different Market Regimes

    University essay from Lunds universitet/Statistiska institutionen

    Author : Felix Viitanen; Erik Lundgren; [2022]
    Keywords : Mathematics and Statistics;

    Abstract : Reliable methods for estimating financial return volatility are crucial in many areas of trading and investing. Two such frameworks, the GARCH and SV, have been of particular interest to academics and practitioners alike. The GARCH model describes the variance of the current innovation as a function of the actual sizes of the previous innovations. READ MORE