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Modelització de dades financeres mitjançant models Garch

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dc.contributor Vives i Santa Eulàlia, Josep, 1963-
dc.creator Marín Marín, Iván
dc.date 2016-01-21T09:25:12Z
dc.date 2016-01-21T09:25:12Z
dc.date 2015-06-30
dc.date.accessioned 2024-12-16T10:21:41Z
dc.date.available 2024-12-16T10:21:41Z
dc.identifier http://hdl.handle.net/2445/68923
dc.identifier.uri http://fima-docencia.ub.edu:8080/xmlui/handle/123456789/13111
dc.description Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2015, Director: Josep Vives i Santa Eulàlia
dc.description The aim of this undergraduate thesis is to get into the world of volatility models and forecasting. It is also wanted to familiarize myself with the economic environment and vocabulary. To make that possible, a basic study about the ARCH/GARCH model family is done. The thesis could be divided in three sections. The first one, an introduction of previous models and concepts needed for the study. Secondly, the development of the ARCH theory, and finally, the practical study of the SP500 index where we use the knowledge aquired during previous chapters.
dc.format 48 p.
dc.format application/pdf
dc.language cat
dc.rights cc-by-nc-nd (c) Iván Marín Marín, 2015
dc.rights http://creativecommons.org/licenses/by-nc-nd/3.0/es
dc.rights info:eu-repo/semantics/openAccess
dc.source Treballs Finals de Grau (TFG) - Matemàtiques
dc.subject Teoria de la predicció
dc.subject Treballs de fi de grau
dc.subject Anàlisi de sèries temporals
dc.subject Finances
dc.subject Risc (Economia)
dc.subject Prediction theory
dc.subject Bachelor's theses
dc.subject Time-series analysis
dc.subject Finance
dc.subject Risk
dc.title Modelització de dades financeres mitjançant models Garch
dc.type info:eu-repo/semantics/bachelorThesis


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