eHT Explore

Start Over Year 2018 Thesis Supervisor James R. Tybout Keyword S&P 500

1. A TEST ON GARCH-TYPE MODELS OF THE S&P 500 INDEX

open_access

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 500
GARCH
forecasting comparison
loss function
File:: Download Final_Thesis_Jiang.pdf
Thesis Supervisors:: Dr. Andrew Ronald Gallant, Thesis Supervisor
James R. Tybout, Thesis Honors Advisor