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1. Comparison Of Volatility Models of The S&P 500 Index

open_access

Open Access

Author:: Nguyen, Lam Hoang
Title:: Comparison Of Volatility Models of The S&P 500 Index
Area of Honors:: Finance
Keywords:: volatility
ARCH
GARCH
ARIMA
Unit Root test
Data-snooping
S&P 500 Index.
File:: Download Lam_Nguyen_Thesis_Final.pdf
Thesis Supervisors:: James Alan Miles, Thesis Supervisor
James Alan Miles, Thesis Honors Advisor
Jingzhi Huang, Faculty Reader