search query: @keyword volatility / total: 6
reference: 4 / 6
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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