Forecasting realized variance : a comparison between HAR and ARFIMA models

Marjanovič, Ajda (author), Masten, Igor (mentor)

• 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
• UDC: 336
• COBISS.SI-ID: 55608579
• Publication date in RUL: 02.09.2021

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