title
Korrelatsiooni modelleerimine ning prognoosimine finantsandmetel
Correlation modelling and forecasting of financial data
author
Tomiste, Matis
keywords
correlation modelling
multivariate GARCH
multivariate volatility
loss function
model confidence set
forecasting
master's theses
supervisor
Staehr, Karsten
defence date
11.06.2014
language
eng
institution
Tallinna Tehnikaülikool
Tallinn University of Technology
faculty
Majandusteaduskond
Tallinn School of Economics and Business Administration
department / college
Rahanduse ja majandusteooria instituut
Department of Finance and Economics
subunit
Rahanduse ja panganduse õppetool
Chair of Finance and Banking