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title
Volatiilsuse modelleerimine Balti aktsiaturgudel
Modeling volatility of Baltic stock markets
author
Guštšak, Sergei
keywords
Balti aktsiaturg
volatiilsuse prognoosimine
GARCH mudelid
võimenduse effekt
arenevad turud
magistritööd
Baltic stock market
volatility forecasting
GARCH models
leverage effect
emerging markets
master's theses
supervisor
Staehr, Karsten
defence date
08.06.2015
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
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