Blar i NTNU Open på forfatter "Orskaug, Elisabeth"

Viser treff 1-1 av 1

    • Multivariate DCC-GARCH Model: -With Various Error Distributions 

      Orskaug, Elisabeth (Master thesis, 2009)
      In this thesis we have studied the DCC-GARCH model with Gaussian, Student's $t$ and skew Student's t-distributed errors. For a basic understanding of the GARCH model, the univariate GARCH and multivariate GARCH models in ...