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- 2019
-
Mark
A comparative research study of the Cryptocurrencies’ volatility using GARCH-model analysis
(
- Master (One yr)
- 2017
-
Mark
Forecasting the Volatility in Financial Assets using Conditional Variance Models
(
- Master (One yr)
- 2013
-
Mark
The behavior of Credit Default Swaps
(
- Master (One yr)
-
Mark
A New Approach in the Behavior of House Prices
(
- Master (One yr)
- 2011
-
Mark
Stock Volatility In Various Financial Institutions: Case Study of Germany with GARCH Estimations
(
- Master (One yr)