Essays about: "Henrik Bosaeus"

Found 1 essay containing the words Henrik Bosaeus.

  1. 1. On Modelling Extreme Foreign Exchange Volatility Using Copulas

    University essay from Lunds universitet/Matematisk statistik

    Author : Anna Sandström; Henrik Bosaeus; [2015]
    Keywords : Foreign Exchange; Volatility; ARMA-GARCH; Block Maxima; Extreme Values; Copula; Maximum Likelihood.; Mathematics and Statistics;

    Abstract : The price volatility is an important property to monitor in financial trading. A volatile period implies threats of large losses, but at the same time opportunities of higher gains. This makes accurate volatility prediction models an important part of an algorithmic trading system. READ MORE