An Empirical Analysis of UCITS and Non-UCITS Funds using the Box-Jenkins Method
Abstract This study examines two types of funds, UCITS and non-UCITS using the Box-Jenkins methodology. It set out to decipher the distinguishing characteristics of these two type of funds using the three steps of the Box Jenkins method to arrive at an appropriate ARIMA(p,d,q) model. The process i...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2013
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| Online Access: | https://eprints.nottingham.ac.uk/26734/ |