Forecast comparison of volatility models and their combinations (FTSE100): a tied race

Dissertação de mestrado em Finance

Bibliographic Details
Main Author: Pinho, David Mendonça (author)
Format: masterThesis
Language:eng
Published: 2020
Subjects:
Online Access:http://hdl.handle.net/1822/69725
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/69725