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2024
Mark Swedish Banks’ Exposure to Climate Risks
Kraft, Vilgot ^LU (2024) NEKP01 20241
Department of Economics
- Master (Two yrs)
2017
Mark The Leverage Effect - Uncovering the true nature of U.S. asymmetric volatility
Dahlvid, Christoffer ^LU and Granberg, Per (2017) NEKN02 20171
Department of Economics
- Master (One yr)
Mark Forecasting the Volatility in Financial Assets using Conditional Variance Models
Swanson, Jesper ^LU and Hultman, Hugo (2017) NEKN01 20171
Department of Economics
- Master (One yr)
2015
Mark Asymmetric Volatility: Testing Firm-specific Factors as a Cause for the “Leverage Effect” Using GARCH-modeling
De Voogd, Joos Jacob Maarten ^LU and Geschiere, Thijs (2015) BUSN88 20151
Department of Business Administration
- Master (One yr)
Mark Empirical Analysis of GARCH model Performance in Value at Risk Estimation
Madani, Sabah ^LU and Bolin Drukier, David ^LU (2015) NEKN01 20141
Department of Economics
- Master (One yr)
2014
Mark Asymmetric Conditional Variance in Housing Prices - Testing for Downward Rigidity
Hansson, Fredrik ^LU (2014) NEKN01 20141
Department of Economics
- Master (One yr)
2013
Mark A empirical study of one-day risk prognosis models, using Value-at-Risk and three different GARCH-models
Berg, Magnus ^LU and Sternbeck Fryxell, Hannes ^LU (2013) NEKH01 20121
Department of Economics
- Bach. Degree
2011
Mark Return and Volatility Spillover from Oil to Equity Market
Lundgren, Andreas ^LU (2011) NEKM09 20111
Department of Economics
- Prof. qual. >4 yrs

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