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- 2017
-
Mark
Forecasting the Volatility in Financial Assets using Conditional Variance Models
(
- Master (One yr)
-
Mark
The Leverage Effect - Uncovering the true nature of U.S. asymmetric volatility
(
- Master (One yr)
- 2015
-
Mark
Asymmetric Volatility: Testing Firm-specific Factors as a Cause for the “Leverage Effect” Using GARCH-modeling
(
- Master (One yr)
-
Mark
Empirical Analysis of GARCH model Performance in Value at Risk Estimation
(
- Master (One yr)
- 2014
-
Mark
Asymmetric Conditional Variance in Housing Prices - Testing for Downward Rigidity
(
- Master (One yr)
- 2013
-
Mark
A empirical study of one-day risk prognosis models, using Value-at-Risk and three different GARCH-models
(
- Bach. Degree
- 2011
-
Mark
Return and Volatility Spillover from Oil to Equity Market
(
- Prof. qual. >4 yrs