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- 2023
-
Mark
Copula approach to fitting bivariate time series
- Master (Two yrs)
-
Mark
Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations
- Master (Two yrs)
- 2022
-
Mark
Estimation of severe crash frequency using two surrogates
- Master (Two yrs)
- 2020
-
Mark
Extreme value modeling of wind effect on dune erosion on the Coast of ̈Angelholm
- Master (Two yrs)
- 2016
-
Mark
Prediction of Volatility and Value at Risk with Copulas for Portfolios of Commodities
- Master (Two yrs)
- 2015
-
Mark
On Modelling Extreme Foreign Exchange Volatility Using Copulas
- Master (Two yrs)
-
Mark
Wind power and its impact on power prices in Denmark
- Master (Two yrs)
-
Mark
Forecasting commodity futures using Principal Component Analysis and Copula
- Master (Two yrs)
- 2013
-
Mark
Bivariate VaR Estimation in energy forwards – An Extreme Value Approach with Copulas and GARCH Volatility
- Master (Two yrs)
- 2012
-
Mark
Measuring Portfolio Value at Risk
- Master (One yr)