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2025
Mark Model vs. Market - A comparison of VaR and ES estimation for sector ETFs using model based IGARCH and market implied volatility in the VWHS framework
Mettävainio, Isak ^LU and Bergo, Erik ^LU (2025) NEKN01 20251
Department of Economics
- Master (One yr)
2019
Mark Volatility of Bitcoin in a European Context
Sjöberg, Emilia ^LU (2019) STAN40 20182
Department of Statistics
- Master (One yr)
2017
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 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)

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