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- 2015
-
Mark
Effects of changes in the Icelandic capital controls: An event study on the stock price of Össur hf.
(
- Master (Two yrs)
-
Mark
GARCH-modellering av volatiliteten i Industrivärdens substansrabatt
(
- Bach. Degree
-
Mark
Volatility Forecasting In the Nordic Stock Market
(
- Bach. Degree
-
Mark
Modellering av räknedata med icke-konstant varians: En tillämpad studie av inkommande samtal till en telefonsupport
(
- Bach. Degree
-
Mark
ARMA and GARCH models for silver, nickel and copper price returns
(
- Bach. Degree
-
Mark
Evaluating Credit Default Swap spreads using the CreditGrades model - A study on European non-financial firms
(
- Master (Two yrs)
- 2014
-
Mark
The Value of Acquiring: An Event Study on Shareholder Value for Defence Sector M&A's
(
- Master (One yr)
-
Mark
CAUSES OF THE GREAT MODERATION RE-STUDIED
(
- Master (One yr)
-
Mark
Return Models and Covariance Matrices
(
- Master (Two yrs)
- 2013
-
Mark
Structured Products Modelled as Stochastic Processes
(
- Master (Two yrs)