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- 2022
-
Mark
Symmetry or Asymmetry: A model comparison between different ARCH-class volatility models using Bitcoin returns
(
- Master (One yr)
- 2020
-
Mark
Evaluating VaR and ES for commodities - both conventionally and with neural networks
(
- Master (One yr)
- 2019
-
Mark
A comparative research study of the Cryptocurrencies’ volatility using GARCH-model analysis
(
- Master (One yr)
- 2018
-
Mark
Volatility Forecasting An Empirical Study on Bitcoin Using Garch and Stochastic Volatility models
(
- Master (Two yrs)
- 2017
-
Mark
Forecasting the Volatility in Financial Assets using Conditional Variance Models
(
- Master (One yr)
-
Mark
Forecasting Swedish Stock Market Volatility and Value-at-Risk: A Comparison of EWMA and GARCH Models
(
- Master (Two yrs)
- 2011
-
Mark
Where the rainbow ends...
(
- Master (One yr)
- 2005
-
Mark
Volatility forecasting using adaptive exponential smoothing versus GARCH modeling
(
- Bach. Degree