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- 2018
-
Mark
Does High-Frequency Trading Affect Stock Market Predictability?
- Master (One yr)
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Mark
Developments in Systemic Risk since the Global Financial Crisis: Assessment of Eurozone and US Systemically Important Banks based on Marginal Expected Shortfall
- Master (One yr)
-
Mark
The Effects of Economic Variables on Swedish Stock Market Volatility A GARCH-MIDAS Approach
- Master (Two yrs)
- 2017
-
Mark
Macroeconomic uncertainty and banks’ loan supply: The case of the Nordic countries
- Master (Two yrs)
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Mark
Forecasting Swedish Stock Market Volatility and Value-at-Risk: A Comparison of EWMA and GARCH Models
- Master (Two yrs)
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Mark
Managing Risk with Energy Commodities using Value-at-Risk and Extreme Value Theory
- Master (One yr)
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Mark
A Volatility Based Trading Strategy
- Master (One yr)
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Mark
Forecasting the Volatility in Financial Assets using Conditional Variance Models
- Master (One yr)
- 2016
-
Mark
Risk Management for Swedish Farmers - An empirical study on hedge ratios for Swedish wheat
- Master (One yr)
-
Mark
Prediction of Volatility and Value at Risk with Copulas for Portfolios of Commodities
- Master (Two yrs)