An Empirical Analysis of UCITS and Non-UCITS Funds using the Box-Jenkins Method

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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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Bibliographic Details
Main Author:	Zammit, Francesca
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2013
Online Access:	https://eprints.nottingham.ac.uk/26734/

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