Vives i Santa Eulàlia, Josep, 1963-Arbós Arrese, Guillem2022-09-022022-09-022022-06-12https://hdl.handle.net/2445/188578Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2022, Director: Josep Vives i Santa Eulàlia[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.59 p.application/pdfcatcc-by-nc-nd (c) Guillem Arbós Arrese, 2022http://creativecommons.org/licenses/by-nc-nd/3.0/es/Anàlisi de sèries temporalsTreballs de fi de grauMatemàtica financeraModels matemàticsEstadística matemàticaTime-series analysisBachelor's thesesBusiness mathematicsMathematical modelsMathematical statisticsinfo:eu-repo/semantics/bachelorThesisinfo:eu-repo/semantics/openAccess