Browsing NTNU Open by Author "Bakken, Rune"
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Forecasting volatility in European equity indices : an empirical study of GARCH models
Bakken, Rune (Master thesis, 2016)In this thesis first order univariate GARCH models are applied to three European equity indices, DAX30, FTSE100 and OMXS30. The objective is to determine which one of the included models is best suited for out-of-sample ...