21 – 30 of 159
- show: 10
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=""
width=""
height=""
allowtransparency="true"
frameborder="0">
</iframe>
- 2020
-
Mark
An Empirical Study: Expected Shortfall Estimation Methods for a Bank's Trading Book
- Master (One yr)
-
Mark
Downgrades and Outlook Changes: Evidence from the London Stock Exchange
- Master (One yr)
-
Mark
Volatility spillover between electricity, carbon emissions and green certificates: A Nordic case study
- Master (Two yrs)
-
Mark
Estimating Expected Shortfall Using Parametric and Non-Parametric Approaches
- Master (One yr)
-
Mark
Analys av momentumstrategier
- Bach. Degree
-
Mark
Backtesting Expected Shortfall A comparative empirical evaluation of different backtests
- Master (One yr)
-
Mark
Comparing the Liquidity-Adjusted Expected Shortfall Models Over High and Low Liquid Stocks Portfolios: Empirical Results on Thailand Stock Market
- Master (One yr)
- 2019
-
Mark
The developed market currency tango: Carry trade and hedging during 2014 – 2019. VECM and DCC approach
- Master (Two yrs)
-
Mark
A Study of Stibor - Sweden’s Most Important Number and the Rates That Could Come to Replace It
- Master (Two yrs)
-
Mark
Training Neural Networks to Predict Default Risk - An Analysis of the U.S. Mortgage Market
- Master (Two yrs)