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- 2014
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Mark
An Empirical Study of Value at Risk in the Chinese Stock Market
- Master (One yr)
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Mark
Evaluation of Value-at-Risk Models During Volatility Clustering
- Master (One yr)
- 2013
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Mark
Econometric Methods and Monte Carlo Simulations for Financial Risk Management
- Master (One yr)
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Mark
The influence of the financial crisis on the investment behaviour of German pension funds regarding the Swedish real-estate market as an investment location
- Master (One yr)
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Mark
PIPES - The New Source of Financing for European Companies?
- Master (One yr)
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Mark
Empirical Research on Information Transmission in the Hang Seng Index Markets: Evidence from Index Futures, Flagship Index and Finance Index
- Master (One yr)
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Mark
Stock Liquidity as a Determinant of Credit Default Swap Spreads
- Master (One yr)
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Mark
Dynamic Correlation among Stock, Bond and Gold Markets in China
- Master (One yr)
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Mark
Schwartz-Smith Two-Factor Model in the Copper Market: before and after the New Market Dynamics
- Master (One yr)
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Mark
The Determinants of Stock Market Development: Implications of a Dynamic Panel Data Model
- Master (One yr)