Essays about: "Ossian Löhnn"
Found 1 essay containing the words Ossian Löhnn.
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1. Univariate GARCH models with realized variance
University essay from Uppsala universitet/Statistiska institutionenAbstract : This essay investigates how realized variance affects the GARCH-models (GARCH, EGARCH, GJRGARCH) when added as an external regressor. The GARCH models are estimated with three different distributions; Normal-, Student’s t- and Normal inverse gaussian distribution. READ MORE
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