Sökning: "Hassan Houmani"

Hittade 1 uppsats innehållade orden Hassan Houmani.

  1. 1. Investigation of GARCH Models for the Estimation Power and Normality

    Magister-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Ka Wa Ho; Hassan Houmani; [2010]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : The aims of the thesis are to investigate the estimation power and the normality of standardized residuals for Generalized autoregressive conditional heteroscedasticity models (GARCH). We facilitate the analysis by only dealing with GARCH(1, 1) models. LÄS MER