Machine learning for volatility forecasting: empirical evidence from the Eurostoxx 50
Balducci, Gianluca (A.A. 2018/2019) Machine learning for volatility forecasting: empirical evidence from the Eurostoxx 50. Tesi di Laurea in Financial econometrics, Luiss Guido Carli, relatore Alessandro Giovannelli, pp. 87. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Volatility and literature review. Modelling volatility. Modelling methods. Heteroskedastic models: GARCH. Results and analysis. Tesing the predictive capability of the models.
References
Bibliografia: pp. 65-67.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Accounting, control and finance (LM-77) |
| Chair: | Financial econometrics |
| Thesis Supervisor: | Giovannelli, Alessandro |
| Thesis Co-Supervisor: | Sancetta, Alessio |
| Academic Year: | 2018/2019 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 15 Oct 2019 09:48 |
| Last Modified: | 15 Oct 2019 09:48 |
| URI: | https://tesi.luiss.it/id/eprint/24788 |
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