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2011
Mark An analysis of the Swedish Stock Market Volatility with realized volatility, implied volatility and conditional times series models
Cabak, Alexandra ^LU (2011) NEKM07 20111
Department of Economics
- Master (Two yrs)
Mark Model-based Analysis of Individual Decision Making in the DNB Household Survey
Guo, Shuai ^LU (2011) NEKM07 20111
Department of Economics
- Master (One yr)
Mark Default Risk in Equity Returns
Martynenko, Olena ^LU and Holst, Aracelly (2011) NEKM07 20101
Department of Economics
- Master (Two yrs)
Mark Overconfidence and turnover - Evidence from the Hong Kong stock market
Zhang, Shuman ^LU and Chen, Zeyuan ^LU (2011) NEKM07 20111
Department of Economics
- Master (Two yrs)
Mark VaR for a portfolio of Swedish Index-bonds - An empiricial evaluation
Johansson, Magnus ^LU (2011) NEKM07 20111
Department of Economics
- Master (Two yrs)
2010
Mark The sum-of-parts (SOP) method to predict the stock market
Krieg, David ^LU and Olsson Lo, Maureen ^LU (2010) NEKM07 20101
Department of Economics
- Master (Two yrs)
Mark Bankruptcy Prediction: Static Logit Model versus Discrete Hazard Models Incorporating Macroeconomic Dependencies
Schmidt, Henning ^LU and Duda, Matej ^LU (2010) NEKM07 20101
Department of Economics
- Master (Two yrs)
Mark Determinants of Changes in Capital Structure on the Nordic Market
Sandu, Andrei ^LU and Korneva, Anastasia ^LU (2010) NEKM07 20101
Department of Economics
- Master (Two yrs)
Mark CO2 Emissions Allowances. Modeling the Price Dynamics in the EU Emission Trading System
Duguleana, Lucia ^LU and Dumitrache, Lena Iulia ^LU (2010) NEKM07 20101
Department of Economics
- Master (Two yrs)
Mark Dynamic linkages between China and US equity markets under two recent financial crises
Sun, Yuntan ^LU and Xu, Ya ^LU (2010) NEKM07 20101
Department of Economics
- Master (Two yrs)