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- 2014
-
Mark
Modeling Value-at-Risk(VaR) in a Small Sized Emerging Financial Market: Evidence from Botswana
(
- Master (One yr)
-
Mark
Electricity as a Risk Bearing Asset from a Portfolio Perspective, Studied Through the Concept of Value at Risk with a Time Varying Correlation Approach
(
- Master (Two yrs)
-
Mark
Asymmetry in the dynamic conditional correlation of gold returns and stock returns
(
- Master (Two yrs)
- 2013
-
Mark
En genusstudie om avkastning på premiepensionsmarknaden
(
- Master (One yr)
-
Mark
The behavior of Credit Default Swaps
(
- Master (One yr)
-
Mark
Value-at-Risk Estimation Under Shifting Volatility
(
- Master (One yr)
-
Mark
Volatility Patterns and Idiosyncratic Risk on the Swedish Stock Market
(
- Master (One yr)
-
Mark
Variables Important for Bankruptcy Prediction - A Logit Binary Approach
(
- Bach. Degree
-
Mark
Merton's Model Explaining CDS Spreads - a panel data study of OMX Stockholm traded firms
(
- Master (One yr)
-
Mark
Fama and French Model VS. CAPM: Procyclical Stocks
(
- Master (One yr)