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2014
Mark DYNAMIC PORTFOLIO STRATEGY - USING A MULTIVARIATE GARCH MODEL
Svärd, Stefan ^LU (2014) NEKP03 20141
Department of Economics
- Master (Two yrs)
2011
Mark Dynamic optimal hedge ratios: Evidence from Asian stock futures markets
Wang, Zixiang ^LU (2011) NEKM03 20111
Department of Economics
- Master (One yr)
2009
Mark Examining the market linkage between the US stock market and the oil market: A multivariate GARCH approach
Puusaari, Joakim (2009)
Department of Economics
- Master (One yr)