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".