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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
- Master (One yr)
-
Mark
Can the Christoffersen Test Strengthen Financial Stability?
- Master (One yr)
- 2024
-
Mark
Value at risk: En empirisk jämförelse mellan svenska och finska statsobligationer
- Bach. Degree
- 2022
-
Mark
Backtesting The Parametric & Non-Parametric Estimates Expected Shortfall
- Master (One yr)
-
Mark
Fixed Income Securities as a Hedge against Equity Market Downside
- Bach. Degree
-
Mark
Forecasting Exchange Rate Value-at-Risk and Expected Shortfall: A GARCH-EVT Approach
- Master (One yr)
- 2021
-
Mark
Backtesting Expected Shortfall
- Master (One yr)
- 2020
-
Mark
A comparative study of VaR and ES using extreme value theory
- Bach. Degree
-
Mark
Backtesting Expected Shortfall A comparative empirical evaluation of different backtests
- Master (One yr)
-
Mark
Evaluating VaR and ES for commodities - both conventionally and with neural networks
- Master (One yr)