1. Comparison Of Volatility Models of The S&P 500 Index Open Access Author: Nguyen, Lam Hoang Title: Comparison Of Volatility Models of The S&P 500 Index Area of Honors: Finance Keywords: volatilityARCHGARCHARIMAUnit Root testData-snoopingS&P 500 Index. File: Download Lam_Nguyen_Thesis_Final.pdf Thesis Supervisors: James Alan Miles, Thesis SupervisorJames Alan Miles, Thesis Honors AdvisorJingzhi Huang, Faculty Reader
2. A TEST OF THE PREDICTIVE POWER OF VOLATILITY FORECASTING MODELS Open Access Author: Binder, Christian N Title: A TEST OF THE PREDICTIVE POWER OF VOLATILITY FORECASTING MODELS Area of Honors: Finance Keywords: FinanceVolatility ForecastingEconometricsStatisticsVolatilityTime Series AnalysisGARCHForecastingImplied Volatility File: Download Binder_Chris_Thesis_VolatilityForecasting.pdf Thesis Supervisors: Louis Gattis Jr., Thesis SupervisorDr. Brian Spangler Davis, Thesis Honors Advisor
3. A TEST ON GARCH-TYPE MODELS OF THE S&P 500 INDEX Open Access Author: Jiang, Shu Title: A TEST ON GARCH-TYPE MODELS OF THE S&P 500 INDEX Area of Honors: Economics Keywords: S&P 500GARCHforecasting comparisonloss function File: Download Final_Thesis_Jiang.pdf Thesis Supervisors: Dr. Andrew Ronald Gallant, Thesis SupervisorJames R. Tybout, Thesis Honors Advisor
4. Predicting Volatility of Stocks Using Time Series Models Open Access Author: Song, Zitao Title: Predicting Volatility of Stocks Using Time Series Models Area of Honors: Mathematics Keywords: GARCHVolatilityTime SeriesStock File: Download honor_thesis_zitao.pdf Thesis Supervisors: Mauricio Fernandes Nascimento, Jr., Thesis SupervisorSergei Tabachnikov, Thesis Honors Advisor
