Forecasting Volatility with Range-Based GARCH-type Models

Program: 
Statistics
Degree: 
Msc dissert.
Event's date: 
Wednesday, 28 August, 2024 - 14:00
Event's place
Room 253
Author: 
Adi Pari Zapana

Master in Statistics

 

Advisor: Carlos Cesar Trucios Maza

Committee:

Diogo de Prince Mendonça

João Henrique Gonçalves Mazzeu

  • Português