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- 2022
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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)
- 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
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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
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
Co-movements between Renewable Energy, Oil & Gas, and Technology in Europe: Implications for Investment Decisions
- Master (Two yrs)
- 2018
-
Mark
Testing the effects of short-selling constraints in Europe using GARCH models
- Master (One yr)
-
Mark
Volatility Forecasting An Empirical Study on Bitcoin Using Garch and Stochastic Volatility models
- Master (Two yrs)