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2025
Mark Forecasting Exchange Rates Using the Kalman Filter with Oil Price as Exogenous Input: Evidence from CNY/SEK and USD/NOK
Liu, Tiangang ^LU and Huang, Yuanyuan ^LU (2025) NEKN01 20251
Department of Economics
- Master (One yr)
2023
Mark Forecasting gold returns using principal component analysis from a large number of predictors
Allgén, Fredrik ^LU (2023) DABN01 20231
Department of Economics
Department of Statistics
- Master (One yr)
2022
Mark Forecasting gold returns using principal component analysis from a large number of predictors
Allgén, Fredrik ^LU (2022) NEKN01 20221
Department of Economics
- Master (One yr)
2019
Mark Analysis of Cryptocurrency volatility and statistical distributions using ARMA and GARCH-type models
You, Zhiyi ^LU (2019) STAN40 20182
Department of Statistics
- Master (One yr)
2018
Mark Does High-Frequency Trading Affect Stock Market Predictability?
Egesten, Gustav ^LU and Hasselström, David (2018) NEKN01 20181
Department of Economics
- Master (One yr)
Mark Statistical Modelling of Individual Substations in a District Heating System
Ingvarsson, Simon ^LU (2018) MVKM01 20181
Department of Energy Sciences
- Master (Two yrs)
2016
Mark Tidsseriemodellering av fyra oreglerade älvars vattenföring - En explorativ studie med GARCH- och Tröskelteknik
Pedersen, Dennis ^LU and Bengtsson, Henrik ^LU (2016) STAH11 20152
Department of Statistics
- Bach. Degree
2015
Mark ARMA and GARCH models for silver, nickel and copper price returns
Hansson, Mats ^LU ; Andersson, Ola ^LU and Holmberg, Olle ^LU (2015) STAH11 20142
Department of Statistics
- Bach. Degree
2013
Mark Careem: A car within 15 minutes
Olsson, Jörgen and Rigner, Erik (2013) MIO920
Production Management
- Univ. Diploma
2010
Mark Forecasting Volatility - A Comparison Study of Model Based Forecasts and Implied Volatility
Näsholm, Armin ^LU and Bunjaku, Bujar (2010) NEKM03 20101
Department of Economics
- Master (One yr)

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