Browsing Masters Degrees (Statistics) by Subject "GARCH model."
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Modelling of volatility in the South African mining sector : application of ARCH and GARCH models. (2016)Abstract available in PDF file.
(2011)The objective of this dissertation is to model the volatility of financial time series data using ARCH, GARCH and stochastic volatility models. It is found that the ARCH and GARCH models are easy to fit compared to the ...