Πλοήγηση Μεταπτυχιακές Διατριβές ανά Συγγραφέα "Μπουλή, Ευσταθία"
-
The performance of GARCH (1,1) models in forecasting volatility of financial markets.
Μπουλή, Ευσταθία (2002-12-01)The purpose of this study is to examine the forecasting performance of the GARCH (1, 1) model in an attempt to answer to the findings of several forecasts competitions that present the GARCH models as poor forecast predictors. ...