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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)
2020
Mark Evaluating VaR and ES for commodities - both conventionally and with neural networks
Fang, David ^LU and Eile, Måns ^LU (2020) NEKN02 20201
Department of Economics
- Master (One yr)
2019
Mark A comparative research study of the Cryptocurrencies’ volatility using GARCH-model analysis
Linder, David ^LU (2019) NEKN01 20182
Department of Economics
- Master (One yr)
2018
Mark Volatility Forecasting An Empirical Study on Bitcoin Using Garch and Stochastic Volatility models
Hultman, Hugo ^LU (2018) NEKP01 20181
Department of Economics
- Master (Two yrs)
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)
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)
2011
Mark Where the rainbow ends...
Näsholm, Armin and Norling, Nicklas (2011)
Department of Business Administration
- Master (One yr)
2005
Mark Volatility forecasting using adaptive exponential smoothing versus GARCH modeling
Almbladh, Per (2005)
Department of Economics
- Bach. Degree

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