Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/125023
Title: Modelos Arch i Garch: aplicación a series financieras
Author: Amate Vicente, Kevin
Director: Vives i Santa Eulàlia, Josep, 1963-
Keywords: Anàlisi de sèries temporals
Treballs de fi de grau
Mercat financer
Futurs financers
Time-series analysis
Bachelor's thesis
Financial market
Financial futures
Issue Date: 27-Jun-2018
Abstract: [en] In this paper we explain the theory related to the models with conditional autoregressive heterocedasticity ARCH and GARCH, which as its name indicates are based on modeling with the premise of having a conditional variability that depends on past values. Subsequently, techniques are applied to adjust these models to various financial series, the most appropriate for these models.
Note: Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2018, Director: Josep Vives i Santa Eulàlia
URI: http://hdl.handle.net/2445/125023
Appears in Collections:Programari - Treballs de l'alumnat
Treballs Finals de Grau (TFG) - Matemàtiques

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