Browsing NTNU Open by Author "Rønold, Anders Henæs"

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A Dynamic ARMA-GARCH Model: Forecasting Returns and Trading at the Oslo Stock Exchange

Rønold, Anders Henæs; Hausken, Fredrik Oscar Hellmann (Master thesis, 2018)

This study aims to contribute to the existing literature in three ways. Firstly, we try to highlight the dynamic forecasting model behaviour, by investigating the values of the forecasting model's input parameters - the ...