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- 2025
-
Mark
Model vs. Market - A comparison of VaR and ES estimation for sector ETFs using model based IGARCH and market implied volatility in the VWHS framework
- Master (One yr)
-
Mark
Att stå emot stormen: en empirisk studie av nedsiderisk bland hedgefonder under covid-19 och inflationschocken
- Bach. Degree
- 2024
-
Mark
Navigating Downside Risk: The Impact of ESG Across Sectors
- Master (One yr)
- 2023
-
Mark
Univariate GARCH Models for Forecasting Real Estate Volatility and Risk Prediction
- Master (One yr)
-
Mark
Into the Trading Book: Estimating Expected Shortfall
- Master (One yr)
- 2022
-
Mark
Backtesting The Parametric & Non-Parametric Estimates Expected Shortfall
- Master (One yr)
-
Mark
Risk measurement of cryptocurrencies using value at risk and expected shortfall
- Master (One yr)
-
Mark
Forecasting Exchange Rate Value-at-Risk and Expected Shortfall: A GARCH-EVT Approach
- Master (One yr)
-
Mark
Fixed Income Securities as a Hedge against Equity Market Downside
- Bach. Degree
- 2021
-
Mark
Complementing Expected Shortfall with Directly Observable Risk Variables
- Master (Two yrs)