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http://hdl.handle.net/2445/188578
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DC Field | Value | Language |
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dc.contributor.advisor | Vives i Santa Eulàlia, Josep, 1963- | - |
dc.contributor.author | Arbós Arrese, Guillem | - |
dc.date.accessioned | 2022-09-02T08:20:04Z | - |
dc.date.available | 2022-09-02T08:20:04Z | - |
dc.date.issued | 2022-06-12 | - |
dc.identifier.uri | http://hdl.handle.net/2445/188578 | - |
dc.description | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2022, Director: Josep Vives i Santa Eulàlia | ca |
dc.description.abstract | [en] The purpose of this work is to study the GARCH models and their application to financial time series. To achieve this, I first studied the basis of econometrics, the previous models to GARCH models and the reasons why they failed. After this, I researched GARCH models and some extensions of these models. Finally, I applied the knowledge learned in the theorical part of this work in order to fit a model into two different kind of financial time series: stock exchange and commodity exchange. | ca |
dc.format.extent | 59 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | cat | ca |
dc.rights | cc-by-nc-nd (c) Guillem Arbós Arrese, 2022 | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
dc.source | Treballs Finals de Grau (TFG) - Matemàtiques | - |
dc.subject.classification | Anàlisi de sèries temporals | ca |
dc.subject.classification | Treballs de fi de grau | - |
dc.subject.classification | Matemàtica financera | ca |
dc.subject.classification | Models matemàtics | ca |
dc.subject.classification | Estadística matemàtica | ca |
dc.subject.other | Time-series analysis | en |
dc.subject.other | Bachelor's theses | - |
dc.subject.other | Business mathematics | en |
dc.subject.other | Mathematical models | en |
dc.subject.other | Mathematical statistics | en |
dc.title | Aplicació de models GARCH a sèries temporals financeres | ca |
dc.type | info:eu-repo/semantics/bachelorThesis | ca |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
Appears in Collections: | Treballs Finals de Grau (TFG) - Matemàtiques |
Files in This Item:
File | Description | Size | Format | |
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tfg_arbos arrese_guillem.pdf | Memòria | 1.02 MB | Adobe PDF | View/Open |
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