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1 Uppsatser om TGARCH(1.1) - Sida 1 av 1

Volatilitetsprognoser på den svenska aktiemarknaden: Tillämpning av Arch Typ modeller

This thesis of 15 hp has been implemented at Halmstad University, in collaboration with Saab Dynamics in Linköping. Saab Dynamics is a company operating in the defence industry where competition is tough. This necessitates new ways to increase efficiency in the company, which is the basis for this thesis. Saab Dynamics wants to introduce simulation driven design. Since Saab Dynamics engineers have little experience of simulation, required a user methodology with clear guidelines.