Sökning: "Marcelina Polak"
Hittade 1 uppsats innehållade orden Marcelina Polak.
1. Modeling exchange rate using symmetric and asymmetric GARCH models
Master-uppsats, KTH/Matematisk statistikSammanfattning : This paper attempts to study GARCH-type models, with emphasis on fitting GARCH models to exchange rate return series. The symmetric GARCH(1,1) model is compared with the asymmetric EGARCH(1,1) model. Both models are analysed with different conditional distributions, namely Normal, Student's t and skew Student's t for the return innovation. LÄS MER
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