Essays about: "Multivariata volatilitets modeller"
Found 1 essay containing the words Multivariata volatilitets modeller.
1. Multivariate Financial Time Series and Volatility Models with Applications to Tactical Asset AllocationUniversity essay from KTH/Matematisk statistik
Abstract : The financial markets have a complex structure and the modelling techniques have recently been more and more complicated. So for a portfolio manager it is very important to find better and more sophisticated modelling techniques especially after the 2007-2008 banking crisis. READ MORE