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| Author: | Kunnas, Janne |
| Title: | Garch models for foreign eschange rates |
| Publication type: | Bachelor's thesis |
| Publication year: | 2012 |
| Pages: | 19 Language: eng |
| Department/School: | Perustieteiden korkeakoulu |
| Degree programme: | Teknillisen fysiikan ja matematiikan koulutusohjelma |
| Main subject: | Systeemitieteet (F3010) |
| Supervisor: | Salo, Ahti |
| Instructor: | Salo, Ahti |
| Electronic version URL: | http://urn.fi/URN:NBN:fi:aalto-201305165841 |
| Location: | |
| Keywords: | garch egarch volatility heteroscedasticity |
| ED: | 2013-05-21 |
INSSI record number: 46356
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