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- 2020
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Mark
Modeling asymmetry in volatility response - non-Gaussian innovations approach
- Master (One yr)
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Mark
The Impact of Pandemic Shocks to the Stock Market
- Master (One yr)
- 2019
-
Mark
Volatility of Bitcoin in a European Context
- Master (One yr)
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Mark
A comparative research study of the Cryptocurrencies’ volatility using GARCH-model analysis
- Master (One yr)
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Mark
Are GARCH Models Appropriate for Analysing Volatility Structures in Fundamental Valuations of the OMXS30?
- Bach. Degree
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Mark
Co-movements between Renewable Energy, Oil & Gas, and Technology in Europe: Implications for Investment Decisions
- Master (Two yrs)
- 2018
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Mark
Testing the effects of short-selling constraints in Europe using GARCH models
- Master (One yr)
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Mark
The Effects of Economic Variables on Swedish Stock Market Volatility A GARCH-MIDAS Approach
- Master (Two yrs)
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Mark
Volatility Forecasting An Empirical Study on Bitcoin Using Garch and Stochastic Volatility models
- Master (Two yrs)
-
Mark
Does High-Frequency Trading Affect Stock Market Predictability?
- Master (One yr)