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Forecasting realized variance : a comparison between HAR and ARFIMA models
ID Marjanovič, Ajda (Author), ID Masten, Igor (Mentor) More about this mentor... This link opens in a new window

URLURL - Presentation file, Visit http://www.cek.ef.uni-lj.si/magister/marjanovic4166-B.pdf This link opens in a new window

Language:English
Keywords:business mathematics, finance, financial market, calculations, analysis of variance, regression analysis, models, research, analysis
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:EF - School of Economics and Business
Place of publishing:Ljubljana
Publisher:[A. Marjanovič]
Year:2021
Number of pages:III, 52, 16 str.
PID:20.500.12556/RUL-129367 This link opens in a new window
UDC:336
COBISS.SI-ID:55608579 This link opens in a new window
Publication date in RUL:02.09.2021
Views:1079
Downloads:135
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Secondary language

Language:Slovenian
Title:Napovedovanje realizirane variance: primerjava modelov HAR in ARFIMA
Keywords:poslovna matematika, finance, finančni trg, kalkulacije, analiza variance, regresijske analize, modeli, raziskave, analiza

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