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https://olympias.lib.uoi.gr/jspui/handle/123456789/38768Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Tsiakmakis, Dimitrios | en |
| dc.date.accessioned | 2025-02-14T12:01:26Z | - |
| dc.date.available | 2025-02-14T12:01:26Z | - |
| dc.identifier.uri | https://olympias.lib.uoi.gr/jspui/handle/123456789/38768 | - |
| dc.rights | Attribution-NonCommercial-NoDerivs 3.0 United States | * |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/us/ | * |
| dc.subject | Financial econometrics | en |
| dc.subject | Stochastic models | en |
| dc.subject | Forecasts | en |
| dc.subject | Stock prices | en |
| dc.subject | Interest rates | en |
| dc.title | Topics in financial econometrics | en |
| dc.type | masterThesis | en |
| heal.type | masterThesis | - |
| heal.type.en | Master thesis | en |
| heal.type.el | Μεταπτυχιακή εργασία | el |
| heal.classification | Financial econometrics | - |
| heal.dateAvailable | 2025-02-14T12:02:26Z | - |
| heal.language | en | - |
| heal.access | free | - |
| heal.recordProvider | Πανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Διοικητικών Επιστημών. Τμήμα Οικονομικών Επιστημών. | el |
| heal.publicationDate | 2025-01 | - |
| heal.bibliographicCitation | APA | en |
| heal.abstract | The current thesis covers two topics focusing on Financial Econometrics. The first topic is forecasting stock market prices using two stochastic models: Geometric Brownian Motion and Heston Stochastic Volatility models. The second topic is forecasting interest rates using three stochastic models: Ornstein-Uhlenbeck, Cox-Ingersoll-Ross and Vasicek models. The theoretical and empirical framework for each model is covered in every chapter, as well as the data and methodology used. The results of each empirical finding is shown in the end of every chapter and the code used is shown in the Appendix. The main objective of the aforementioned stochastic models is to capture the randomness that the financial assets follow, make a robustness check by taking into account each other’s deficiencies and enhance the accuracy of the results by comparing their findings. | en |
| heal.advisorName | Simos, Theodore | en |
| heal.committeeMemberName | Σίμος, Θεόδωρος | el |
| heal.committeeMemberName | Παναγιώτου, Δημήτριος | el |
| heal.committeeMemberName | Γρηγοριάδης, Βασίλειος | el |
| heal.academicPublisher | Πανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Διοικητικών Επιστημών. Τμήμα Οικονομικών Επιστημών. | el |
| heal.academicPublisherID | uoi | - |
| heal.numberOfPages | 70 | - |
| heal.fullTextAvailability | true | - |
| Appears in Collections: | Διατριβές Μεταπτυχιακής Έρευνας (Masters) - ΟΕ | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Μ.Ε. Τσιακμάκης Δημήτριος (2025).pdf | 3.16 MB | Adobe PDF | View/Open |
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