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- 2025
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Mark
Swedish Banks’ Exposure to Economic Policy Uncertainty: a GARCH Approach
- Master (Two yrs)
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Mark
Disaster Severity, Frequency, and Financial Market Volatility: Evidence from the European Insurance Sector and the Role of Solvency II
- Master (Two yrs)
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Mark
Debt Matters
- Master (One yr)
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Mark
Portfolio risk and performance evaluation using a combination of GARCH and stochastic volatility models with constant and dynamic correlation structures
- Master (Two yrs)
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Mark
Unveiling the Drivers of Bitcoin Volatility: The Impact of Covid-19 and Trump’s Presidency
- Master (Two yrs)
- 2024
-
Mark
Comparative Analysis of Econometric and Machine Learning Approaches for Forecasting Bitcoin Return Volatility
- Master (One yr)
- 2023
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Mark
Univariate GARCH Models for Forecasting Real Estate Volatility and Risk Prediction
- Master (One yr)
- 2022
-
Mark
Decomposition of ETFs: Building a synthetic portfolio of ETFs major positions
- Master (One yr)
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Mark
Explaining the dynamics of exchange rate volatility
- Master (One yr)
-
Mark
Symmetry or Asymmetry: A model comparison between different ARCH-class volatility models using Bitcoin returns
- Master (One yr)