Publications | LUP Student Papers

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2024
Mark Volatility Forecasting Using Geopolitical Risk Indices: A GARCH-MIDAS Approach
Nilsson, Albin ^LU (2024) NEKP01 20241
Department of Economics
- Master (Two yrs)
Mark The Impact of ESG performance on Idiosyncratic Volatility
Pedersen, Sebastian Pickering ^LU (2024) DABN01 20241
Department of Economics
Department of Statistics
- Master (One yr)
2019
Mark Neighbours, but yet different? Scandinavian stock market volatility and its drivers under different regimes. A GARCH-MIDAS approach
Uendes, Buelent ^LU (2019) NEKN01 20191
Department of Economics
- Master (Two yrs)