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

Bibliographic Details
Main Author: Dinardi, Felipe Bardelli (author)
Format: masterThesis
Language:eng
Published: 2021
Subjects:
Online Access:http://hdl.handle.net/10362/109749
Country:Portugal
Oai:oai:run.unl.pt:10362/109749
Description
Summary:Dissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Risk Analysis and Management