Sökning: "Ola Silver"

Hittade 1 uppsats innehållade orden Ola Silver.

  1. 1. ARMA and GARCH models for silver, nickel and copper price returns

    Kandidat-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Mats Hansson; Ola Andersson; Olle Holmberg; [2015]
    Nyckelord :ARMA; GARCH; MASE; sMAPE; Heteroscedasticity; Stationarity; Ljung-Box test; McLeod-Li test; Running Standard Deviation; Forecast value.; Mathematics and Statistics;

    Sammanfattning : This thesis compares Auto Regressive Moving Average (ARMA) and Generalized Auto Regressive Conditional Heteroscedacity (GARCH) models for three metal commodities. ARMA models have an unconditionally non-random and constant variance, which typically serves well in effectively representing homoscedastic data. LÄS MER