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- 2008
-
Mark
Covariance Risk Models on the Swedish Stock Market - Using a GARCH Framework
(
- Master (One yr)
-
Mark
Volatility and Mean Spillover of Chinese ADRs at New York Stock Exchange
(
- Master (One yr)
-
Mark
Volatility Based Sentiment Indicators for Timing the Markets
(
- Master (One yr)
-
Mark
Index Futures Trading and Spot Market Volatility:Evidence from the Swedish Market
(
- Master (One yr)
-
Mark
VaR methods for linear instruments
2008) In LUTVDG/TVBB5268SE(
Risk Management and Safety Engineering (M.Sc.Eng.)
Division of Fire Safety Engineering
Division of Risk Management and Societal Safety- Master (Two yrs)
- 2007
-
Mark
En empirisk studie av Value-at-Risk-prediktering med hjälp av GARCH-modeller
(
- Master (One yr)
-
Mark
Adding commodity futures to the Swedish stock portfolio, A good strategy for better diversification?
(
- Master (One yr)
- 2005
-
Mark
Volatility Spillover Effect in the Context of European Union Enlargement. Case Study of Equity and FX Market in Czech Republic, Hungary and Poland.
(
- Master (One yr)
-
Mark
Volatility and Mean Spill-Over Effects in Asian Bond Markets
(
- Bach. Degree
- 2004
-
Mark
VD-bytets påverkan på marknaden
(
- Bach. Degree