Publications | LUP Student Papers

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2017
Mark Forecasting Swedish Stock Market Volatility and Value-at-Risk: A Comparison of EWMA and GARCH Models
Nilsson, Carl ^LU (2017) NEKP01 20171
Department of Economics
- Master (Two yrs)
2016
Mark A Simulation Study comparing MCMC, QML and GMM Estimation of the Stochastic Volatility Model
Nilsson, Carl ^LU (2016) NEKN01 20141
Department of Economics
- Master (One yr)
2011
Mark Dynamisk hedging i praktiken: En undersökning av OMXS30 för Black-Scholes-Merton-antagandena.
Nilsson, Carl ^LU (2011) NEKK01 20111
Department of Economics
- Bach. Degree