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2022
Mark Symmetry or Asymmetry: A model comparison between different ARCH-class volatility models using Bitcoin returns
Wiklund, Hannes ^LU (2022) NEKN01 20221
Department of Economics
- Master (One yr)
2019
Mark Rank-Based Selection Strategies for Forecast Combinations: An Evaluation Study
Svensson, Magnus ^LU (2019) STAN40 20182
Department of Statistics
- Master (One yr)
2017
Mark Forecasting Swedish Stock Market Volatility and Value-at-Risk: A Comparison of EWMA and GARCH Models
Nilsson, Carl ^LU (2017) NEKP01 20171
Department of Economics
- Master (Two yrs)
2008
Mark Volatilitetsmodeller - En utvärdering av prestation enligt Model Confidence Set
Letzén, Arvid and Johansson, Tomas (2008)
Department of Economics
- Master (One yr)

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