Sökning: "Betingad Korrelation"
Hittade 1 uppsats innehållade orden Betingad Korrelation.
1. DCC-GARCH Estimation
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : When modelling more that one asset, it is desirable to apply multivariate modeling to capture the co-movements of the underlying assets. The GARCH models has been proven to be successful when it comes to volatility forecast- ing. LÄS MER
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