Volatility in Financial Time Series Autoregressive Conditional Heteroskedasticity.
Dynamic Jump Intensity Dynamic GARCH Volatility
Lecture Notes Intro to Financial Econ
DISSERTATION PAPER Modeling and Forecasting the Volatility of the EUR/ROL Exchange Rate Using GARCH Models. Student :Becar Iuliana Student :Becar Iuliana.
Student : Becar Iuliana Supervisor: Professor Moisa Altar
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