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- 2019
-
Mark
Analysis of Cryptocurrency volatility and statistical distributions using ARMA and GARCH-type models
(
- Master (One yr)
-
Mark
Neighbours, but yet different? Scandinavian stock market volatility and its drivers under different regimes. A GARCH-MIDAS approach
(
- Master (Two yrs)
-
Mark
Twitter Sentiment and Stock Returns
(
- Master (One yr)
-
Mark
ESG scores as screening tools for common risk and return measures - A study on Bloomberg ESG disclosure scores across sectors
(
- Bach. Degree
-
Mark
Volatility forecasting for cryptocurrencies under a heavy-tailed distribution
(
- Master (One yr)
- 2018
-
Mark
Predicting Stock Index Volatility Using Artificial Neural Networks: An empirical study of the OMXS30, FTSE100 & S&P/ASX200
(
- Master (One yr)
-
Mark
How the key factors will affect the market trading behaviors in Crude Oil Futures Market:An analysis on convenience yield, inventory level and price volatility.
(
- Master (Two yrs)
-
Mark
Testing the effects of short-selling constraints in Europe using GARCH models
(
- Master (One yr)
-
Mark
The Effects of Economic Variables on Swedish Stock Market Volatility A GARCH-MIDAS Approach
(
- Master (Two yrs)
- 2017
-
Mark
The Leverage Effect - Uncovering the true nature of U.S. asymmetric volatility
(
- Master (One yr)