Forecasting the stock market using ARIMA and ARCH/GARCH approaches

Dissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Risk Analysis and Management

Detalhes bibliográficos
Autor principal: Dinardi, Felipe Bardelli (author)
Formato: masterThesis
Idioma:eng
Publicado em: 2021
Assuntos:
Texto completo:http://hdl.handle.net/10362/109749
País:Portugal
Oai:oai:run.unl.pt:10362/109749