Browsing Theses and Dissertations by Subject "Garth (I I)"
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A comparison of the moving averag, garth ( I I) and arch volatility models as measure of returns
(School of mathematics, 2012-11)Many empirical studies have shown strong evidence against some of the underlying assumptions of the Black Scholes Model. However this paper has focussed on the constant value that is assumed for the volatility. Empirical ...