31 – 40 of 66
- show: 10
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=""
width=""
height=""
allowtransparency="true"
frameborder="0">
</iframe>
- 2018
-
Mark
Testing the effects of short-selling constraints in Europe using GARCH models
- Master (One yr)
-
Mark
How the key factors will affect the market trading behaviors in Crude Oil Futures Market:An analysis on convenience yield, inventory level and price volatility.
- Master (Two yrs)
-
Mark
The Effects of Economic Variables on Swedish Stock Market Volatility A GARCH-MIDAS Approach
- Master (Two yrs)
- 2017
-
Mark
A Volatility Based Trading Strategy
- Master (One yr)
-
Mark
The Leverage Effect - Uncovering the true nature of U.S. asymmetric volatility
- Master (One yr)
- 2015
-
Mark
Volatility Forecasting In the Nordic Stock Market
- Bach. Degree
-
Mark
On Modelling Extreme Foreign Exchange Volatility Using Copulas
- Master (Two yrs)
-
Mark
Crude Volatility - Investigation of the HAR-RV model and Implied volatility in Brent Crude Futures
- Bach. Degree
-
Mark
Empirical study on the RMB exchange rate & US dollar index and their impact on China's foreign trade
- Master (One yr)
-
Mark
The effects of macroeconomic variables on Asian stock market volatility: A GARCH MIDAS approach
- Master (Two yrs)