Vives i Santa Eulàlia, Josep, 1963-Amate Vicente, Kevin2018-10-032018-10-032018-06-27https://hdl.handle.net/2445/125023Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2018, Director: Josep Vives i Santa Eulàlia[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.53 p.application/pdfspacc-by-nc-nd (c) Kevin Amate Vicente, 2018http://creativecommons.org/licenses/by-nc-nd/3.0/es/Anàlisi de sèries temporalsTreballs de fi de grauMercat financerFuturs financersTime-series analysisBachelor's thesesFinancial marketFinancial futuresinfo:eu-repo/semantics/bachelorThesisinfo:eu-repo/semantics/openAccess