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1. Predicting Volatility of Stocks Using Time Series Models

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Author:: Song, Zitao
Title:: Predicting Volatility of Stocks Using Time Series Models
Area of Honors:: Mathematics
Keywords:: GARCH
Volatility
Time Series
Stock
File:: Login to Download
Thesis Supervisors:: Mauricio Fernandes Nascimento, Jr., Thesis Supervisor
Sergei Tabachnikov, Thesis Honors Advisor