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http://hdl.handle.net/2445/68923Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Vives i Santa Eulàlia, Josep, 1963- | - |
| dc.contributor.author | Marín Marín, Iván | - |
| dc.date.accessioned | 2016-01-21T09:25:12Z | - |
| dc.date.available | 2016-01-21T09:25:12Z | - |
| dc.date.issued | 2015-06-30 | - |
| dc.identifier.uri | http://hdl.handle.net/2445/68923 | - |
| dc.description | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2015, Director: Josep Vives i Santa Eulàlia | ca |
| dc.description.abstract | 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. | ca |
| dc.format.extent | 48 p. | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | cat | ca |
| dc.rights | cc-by-nc-nd (c) Iván Marín Marín, 2015 | - |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es | - |
| dc.source | Treballs Finals de Grau (TFG) - Matemàtiques | - |
| dc.subject.classification | Teoria de la predicció | - |
| dc.subject.classification | Treballs de fi de grau | - |
| dc.subject.classification | Anàlisi de sèries temporals | ca |
| dc.subject.classification | Finances | ca |
| dc.subject.classification | Risc (Economia) | ca |
| dc.subject.other | Prediction theory | - |
| dc.subject.other | Bachelor's theses | - |
| dc.subject.other | Time-series analysis | eng |
| dc.subject.other | Finance | eng |
| dc.subject.other | Risk | eng |
| dc.title | Modelització de dades financeres mitjançant models Garch | 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 | |
|---|---|---|---|---|
| memoria.pdf | Memòria | 1.04 MB | Adobe PDF | View/Open |
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