Forecasting Volatility in Nordic Equity Markets using Non-Linear GARCH-Type Models

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https://helda.helsinki.fi/dhanken/handle/10227/315393
Title: Forecasting Volatility in Nordic Equity Markets using Non-Linear GARCH-Type Models
Author: Andersson, Jonathan
Contributor: Hanken School of Economics, Department of Finance and Economics, Finance
Thesis level: Master's thesis
URI: https://helda.helsinki.fi/dhanken/handle/10227/315393
Date: 2020-04-06
Rights: This thesis is copyrighted. You may download, display and print it for Your own personal use. Commercial use is prohibited.


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