Essays about: "Ka Wa Ho"

Found 1 essay containing the words Ka Wa Ho.

  1. 1. Investigation of GARCH Models for the Estimation Power and Normality

    University essay from Lunds universitet/Statistiska institutionen

    Author : Ka Wa Ho; Hassan Houmani; [2010]
    Keywords : Mathematics and Statistics;

    Abstract : The aims of the thesis are to investigate the estimation power and the normality of standardized residuals for Generalized autoregressive conditional heteroscedasticity models (GARCH). We facilitate the analysis by only dealing with GARCH(1, 1) models. READ MORE