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- 2018
-
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)
-
Mark
Testing the effects of short-selling constraints in Europe using GARCH models
- Master (One yr)
- 2017
-
Mark
Macroeconomic uncertainty and banks’ loan supply: The case of the Nordic countries
- Master (Two yrs)
-
Mark
Forecasting the Volatility in Financial Assets using Conditional Variance Models
- Master (One yr)
-
Mark
A Volatility Based Trading Strategy
- Master (One yr)
-
Mark
Forecasting Swedish Stock Market Volatility and Value-at-Risk: A Comparison of EWMA and GARCH Models
- Master (Two yrs)
-
Mark
Managing Risk with Energy Commodities using Value-at-Risk and Extreme Value Theory
- Master (One yr)
- 2016
-
Mark
Practical estimation of Value at Risk and Expected Shortfall: Are complex methods really necessary?
- Bach. Degree
-
Mark
Volatilitetsprediktering och beräkning av Value at Risk med hjälp av FIGARCH
- Bach. Degree