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- 2014
-
Mark
The Value of Acquiring: An Event Study on Shareholder Value for Defence Sector M&A's
(
- Master (One yr)
-
Mark
DYNAMIC PORTFOLIO STRATEGY - USING A MULTIVARIATE GARCH MODEL
(
- Master (Two yrs)
- 2013
-
Mark
A empirical study of one-day risk prognosis models, using Value-at-Risk and three different GARCH-models
(
- Bach. Degree
-
Mark
The behavior of Credit Default Swaps
(
- Master (One yr)
-
Mark
Effects of Liquidity on Idiosyncratic Risk
(
- Master (One yr)
- 2012
-
Mark
The Relationship between High Frequency Trading and Stock Market Volatility
(
- Master (One yr)
- 2011
-
Mark
An analysis of the Swedish Stock Market Volatility with realized volatility, implied volatility and conditional times series models
(
- Master (Two yrs)
-
Mark
Stock Volatility In Various Financial Institutions: Case Study of Germany with GARCH Estimations
(
- Master (One yr)
-
Mark
Depositary Receipts and their underlying shares: A study on volatility
(
- Master (One yr)
- 2010
-
Mark
The day-of-the-week effect on stock returns and volatility: The case of Latin America
(
- Master (One yr)