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- 2016
-
Mark
Risk Management for Swedish Farmers - An empirical study on hedge ratios for Swedish wheat
- Master (One yr)
-
Mark
Tidsseriemodellering av fyra oreglerade älvars vattenföring - En explorativ studie med GARCH- och Tröskelteknik
- Bach. Degree
-
Mark
Practical estimation of Value at Risk and Expected Shortfall: Are complex methods really necessary?
- Bach. Degree
-
Mark
Prediction of Volatility and Value at Risk with Copulas for Portfolios of Commodities
- Master (Two yrs)
- 2015
-
Mark
Asymmetric Volatility: Testing Firm-specific Factors as a Cause for the “Leverage Effect” Using GARCH-modeling
- Master (One yr)
-
Mark
Evaluating Credit Default Swap spreads using the CreditGrades model - A study on European non-financial firms
- Master (Two yrs)
-
Mark
GARCH-modellering av volatiliteten i Industrivärdens substansrabatt
- Bach. Degree
-
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)
-
Mark
Volatility Forecasting In the Nordic Stock Market
- Bach. Degree