Forecasting Volatility on Swedish Stock Returns : A study comparing the performance of different volatility forecasting models
This study aims to find the model which generates the best volatility forecasts of single stock returns on the Swedish Market. The models are estimated using an in-sample dataset of daily observations from 2010.01.01 to 2018.12.31, they produce out-of-sample forecasts during the period 2019.01.01 to...
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| Format: | Others |
| Language: | English |
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Umeå universitet, Nationalekonomi
2019
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-160950 |