Degree project: Modeling market indexes and commodity futures with the copula-GARCH model

  • Date: 30 May 2023, 09:15–10:00
  • Location: Ångström Laboratory, Å64119
  • Type: Course
  • Lecturer: Jasmine Vestman
  • Organiser: Matematiska institutionen
  • Contact person: Kaj Nyström

Welcome to Jasmine Vestman´s presentation of her master degree project with the title "Modeling market indexes and commodity futures with the copula-GARCH model".

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