Financial time Series models and volatility estimation Preloader

Financial time Series models and volatility estimation - PowerPoint PPT Presentation


  • 300 Views
  • Uploaded on

Prof. Dr. Robert Tompkins. Time Series and Volatility Modeling - Agenda. Stylized facts of asset ReturnsBasic time seriesAR(1) and MA(1) processes StationarityThe Dickey-Fuller TestVolatility modelingsimple variance forecasting (moving average methods)GARCH variance model and extensionsPar

loader
I am the owner, or an agent authorized to act on behalf of the owner, of the copyrighted work described.
capcha
Download Presentation

PowerPoint Slideshow about 'Financial time Series models and volatility estimation' - tamanna


An Image/Link below is provided (as is) to download presentation

Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author.While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server.


- - - - - - - - - - - - - - - - - - - - - - - - - - E N D - - - - - - - - - - - - - - - - - - - - - - - - - -
Presentation Transcript