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.


Multi-factor models. Three-factor model by fama and french. Data. Buy and hold. Geometric brownian motion. Alternative econometric models. Multi-factor model.


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


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