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2020
Mark Modeling asymmetry in volatility response - non-Gaussian innovations approach
Göransson, Ludvig ^LU (2020) STAN40 20191
Department of Statistics
- Master (One yr)
2017
Mark The Leverage Effect - Uncovering the true nature of U.S. asymmetric volatility
Dahlvid, Christoffer ^LU and Granberg, Per (2017) NEKN02 20171
Department of Economics
- Master (One yr)
2015
Mark Asymmetric Volatility: Testing Firm-specific Factors as a Cause for the “Leverage Effect” Using GARCH-modeling
De Voogd, Joos Jacob Maarten ^LU and Geschiere, Thijs (2015) BUSN88 20151
Department of Business Administration
- Master (One yr)
2010
Mark Leverage and Volatility
Lithman, Ola Knut Eric ^LU (2010) NEKM01 20101
Department of Economics
- Master (One yr)
2007
Mark Leverage Effects on the Swedish stock market
Lindström, Gustav (2007)
Department of Economics
- Bach. Degree

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