Econometric approach for forecasting stock indices price
Migliorino, Angelo (A.A. 2016/2017) Econometric approach for forecasting stock indices price. Tesi di Laurea in Theory of finance, LUISS Guido Carli, relatore Nicola Borri, pp. 79. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Multi-factor models. Three-factor model by fama and french. Data. Buy and hold. Geometric brownian motion. Alternative econometric models. Multi-factor model.
References
Bibliografia: pp. 60-62.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Theory of finance |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Ragusa, Giuseppe |
| Academic Year: | 2016/2017 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 14 Nov 2017 09:36 |
| Last Modified: | 14 Nov 2017 09:36 |
| URI: | https://tesi.luiss.it/id/eprint/19766 |
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