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- 2017
-
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
Prediction of Volatility and Value at Risk with Copulas for Portfolios of Commodities
(
- Master (Two yrs)
-
Mark
Den oetiska strategin – En kvantitativ studie om oetiska investeringar
(
- Bach. Degree
-
Mark
Practical estimation of Value at Risk and Expected Shortfall: Are complex methods really necessary?
(
- Bach. Degree
-
Mark
Risk Management for Swedish Farmers - An empirical study on hedge ratios for Swedish wheat
(
- Master (One yr)
-
Mark
Volatilitetsprediktering och beräkning av Value at Risk med hjälp av FIGARCH
(
- Bach. Degree
-
Mark
Tidsseriemodellering av fyra oreglerade älvars vattenföring - En explorativ studie med GARCH- och Tröskelteknik
(
- Bach. Degree
- 2015
-
Mark
Empirical Analysis of GARCH model Performance in Value at Risk Estimation
(
- Master (One yr)
-
Mark
Effects of changes in the Icelandic capital controls: An event study on the stock price of Össur hf.
(
- Master (Two yrs)