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Author:

Li, Ran

Title:

Applications of Asymmetric GARCH Models with Various Conditional Distributions:The Empirical Case of the NASDAQ Computer Index Daily Closing Returns

Area of Honors:

Interdisciplinary in Mathematics and Statistics

Keywords:

NASDAQ
GARCH Model
Asymmetric
Conditional Distribution

File:

Download final.pdf

Thesis Supervisors:

Jason Ryder Morton, Thesis Supervisor
David Russell Hunter, Thesis Honors Advisor
Sergei Tabachnikov, Thesis Honors Advisor