41 – 50 of 65
- show: 10
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=""
width=""
height=""
allowtransparency="true"
frameborder="0">
</iframe>
- 2015
-
Mark
ARMA and GARCH models for silver, nickel and copper price returns
- Bach. Degree
-
Mark
Evaluating Credit Default Swap spreads using the CreditGrades model - A study on European non-financial firms
- Master (Two yrs)
- 2014
-
Mark
CAUSES OF THE GREAT MODERATION RE-STUDIED
- Master (One yr)
-
Mark
The Value of Acquiring: An Event Study on Shareholder Value for Defence Sector M&A's
- Master (One yr)
-
Mark
Return Models and Covariance Matrices
- Master (Two yrs)
- 2013
-
Mark
Structured Products Modelled as Stochastic Processes
- Master (Two yrs)
-
Mark
Bivariate VaR Estimation in energy forwards – An Extreme Value Approach with Copulas and GARCH Volatility
- Master (Two yrs)
-
Mark
A empirical study of one-day risk prognosis models, using Value-at-Risk and three different GARCH-models
- Bach. Degree
-
Mark
Value-at-Risk Estimation Under Shifting Volatility
- Master (One yr)
-
Mark
Estimation of Time-Varying Hedge Ratios for Coffee
- Master (One yr)