# name
Aplicació de models GARCH a sèries temporals financeres

# metadata.dc.description[].value
Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2022, Director: Josep Vives i Santa Eulàlia

# metadata.dc.description.abstract[].value
[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.

# metadata.dc.rights[].value
cc-by-nc-nd (c) Guillem Arbós Arrese, 2022

# metadata.dc.source[].value
Treballs Finals de Grau (TFG) - Matemàtiques

# metadata.dc.title[].value
Aplicació de models GARCH a sèries temporals financeres