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http://hdl.handle.net/2445/125023Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Vives i Santa Eulàlia, Josep, 1963- | - |
| dc.contributor.author | Amate Vicente, Kevin | - |
| dc.date.accessioned | 2018-10-03T08:23:51Z | - |
| dc.date.available | 2018-10-03T08:23:51Z | - |
| dc.date.issued | 2018-06-27 | - |
| dc.identifier.uri | http://hdl.handle.net/2445/125023 | - |
| dc.description | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2018, Director: Josep Vives i Santa Eulàlia | ca |
| dc.description.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. | ca |
| dc.format.extent | 53 p. | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | spa | ca |
| dc.rights | cc-by-nc-nd (c) Kevin Amate Vicente, 2018 | - |
| 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 | Mercat financer | ca |
| dc.subject.classification | Futurs financers | ca |
| dc.subject.other | Time-series analysis | en |
| dc.subject.other | Bachelor's theses | - |
| dc.subject.other | Financial market | en |
| dc.subject.other | Financial futures | en |
| dc.title | Modelos Arch i Garch: aplicación a series financieras | ca |
| dc.type | info:eu-repo/semantics/bachelorThesis | ca |
| dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
| Appears in Collections: | Programari - Treballs de l'alumnat Treballs Finals de Grau (TFG) - Matemàtiques | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| memoria.pdf | Memòria | 2.11 MB | Adobe PDF | View/Open |
| codi_font.zip | Codi font | 297.74 kB | zip | View/Open |
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