Degree project: Modeling market indexes and commodity futures with the copula-GARCH model
- Date: –10:00
- Location: Ångströmlaboratoriet, Lägerhyddsvägen 1 Å64119
- Lecturer: Jasmine Vestman
- Organiser: Matematiska institutionen
- Contact person: Kaj Nyström
- Utbildning
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".