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- 2015
-
Mark
The domestic and foreign institutional investors’ effect on the stock price synchronicity: An empirical study on the Chinese Shenzhen Stock Exchange
(
- Master (One yr)
-
Mark
Institutional investors' effects on Stock Price Synchronicities: Evidence of Shanghai Stock Exchange
(
- Master (One yr)
-
Mark
Crude Volatility - Investigation of the HAR-RV model and Implied volatility in Brent Crude Futures
(
- Bach. Degree
-
Mark
Trading CDS Indices vs. Equity Index Futures – A pairs trade
(
- Master (Two yrs)
-
Mark
Futures risk premium characterization and spot price modeling on the German electricity market
(
- Bach. Degree
- 2013
-
Mark
Structural modeling of electricity spot prices, using a residual load and coal generation cost approach
(
- Master (One yr)
-
Mark
Schwartz-Smith Two-Factor Model in the Copper Market: before and after the New Market Dynamics
(
- Master (One yr)
-
Mark
Barrier Quanto Options in Energy Markets
(
- Master (One yr)
-
Mark
Bivariate VaR Estimation in energy forwards – An Extreme Value Approach with Copulas and GARCH Volatility
(
- Master (Two yrs)
- 2012
-
Mark
Push it to the limit - Testing the usefulness of Extreme Value Theory in electricity markets
(
- Master (Two yrs)