A new insight in the insurance sector: an application of the ARCH-M and DCC-GARCH to European data
De Meio, Nicolò (A.A. 2021/2022) A new insight in the insurance sector: an application of the ARCH-M and DCC-GARCH to European data. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 48. [Master's Degree Thesis]
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Abstract/Index
Literature review and hypotheses. Data and methodology. Methodology: application of the ARCH-M model. Methodology: application of the DCC-GARCH model. Results. Results and discussion for the ARCH-M. Results and discussion for the DCC-GARCH.
References
Bibliografia: pp. 39-42.
| 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: | Empirical finance |
| Thesis Supervisor: | Morelli, Giacomo |
| Thesis Co-Supervisor: | Carlini, Federico Carlo Eugenio |
| Academic Year: | 2021/2022 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 26 Jan 2023 09:51 |
| Last Modified: | 26 Jan 2023 09:51 |
| URI: | https://tesi.luiss.it/id/eprint/34748 |
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