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- 2023
-
Mark
Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations
(
- Master (Two yrs)
- 2022
-
Mark
Did Covid-19 stabilize the healthcare sector?
(
- Bach. Degree
-
Mark
Parameter Update Schemes for Hidden Markov Models applied to Financial Returns
(
- Master (Two yrs)
-
Mark
No Negativity Allowed During Uncertain Periods! A Comparison of short sale restriction during the Eurozone crisis and Covid-19 Pandemic
(
- Master (Two yrs)
-
Mark
Explaining the dynamics of exchange rate volatility
(
- Master (One yr)
-
Mark
ESG and Stock Prices
(
- Bach. Degree
- 2021
-
Mark
Bitcoin vs Gold, The Hedge Game - Volatility and Portfolio Analysis of Bitcoin and Gold during Market Distress
(
- Master (One yr)
-
Mark
What is it good for, absolutely nothing? The European short-selling restriction and the effects on volatility during the Covid-19 pandemic
(
- Master (One yr)
-
Mark
Strategies to Respond to a VUCA World
(
- Misc.
-
Mark
Big Data and Machine Learning - Strategic Decisions In a VUCA World
(
- Misc.
-
Mark
ESG Investing through ETFs - An effective way to circumvent volatility?
(
- Bach. Degree
-
Mark
Inequality, Poverty, and Economic Shrinking: A Study of Developing Countries, 1974-2006
(
- Master (One yr)
- 2020
-
Mark
The Impact of Pandemic Shocks to the Stock Market
(
- Master (One yr)
- 2019
-
Mark
A simple model of volatility in financial data - An alternative to GARCH models
(
- Master (One yr)
-
Mark
Analysis of Cryptocurrency volatility and statistical distributions using ARMA and GARCH-type models
(
- Master (One yr)
-
Mark
Are GARCH Models Appropriate for Analysing Volatility Structures in Fundamental Valuations of the OMXS30?
(
- Bach. Degree
-
Mark
Twitter Sentiment and Stock Returns
(
- Master (One yr)
-
Mark
ESG scores as screening tools for common risk and return measures - A study on Bloomberg ESG disclosure scores across sectors
(
- Bach. Degree
-
Mark
Neighbours, but yet different? Scandinavian stock market volatility and its drivers under different regimes. A GARCH-MIDAS approach
(
- Master (Two yrs)
-
Mark
Volatility forecasting for cryptocurrencies under a heavy-tailed distribution
(
- Master (One yr)
- 2018
-
Mark
Predicting Stock Index Volatility Using Artificial Neural Networks: An empirical study of the OMXS30, FTSE100 & S&P/ASX200
(
- Master (One yr)
-
Mark
Testing the effects of short-selling constraints in Europe using GARCH models
(
- Master (One yr)
-
Mark
How the key factors will affect the market trading behaviors in Crude Oil Futures Market:An analysis on convenience yield, inventory level and price volatility.
(
- Master (Two yrs)
-
Mark
The Effects of Economic Variables on Swedish Stock Market Volatility A GARCH-MIDAS Approach
(
- Master (Two yrs)
- 2017
-
Mark
A Volatility Based Trading Strategy
(
- Master (One yr)
-
Mark
The Leverage Effect - Uncovering the true nature of U.S. asymmetric volatility
(
- Master (One yr)
- 2015
-
Mark
On Modelling Extreme Foreign Exchange Volatility Using Copulas
(
- Master (Two yrs)
-
Mark
The effects of macroeconomic variables on Asian stock market volatility: A GARCH MIDAS approach
(
- Master (Two yrs)
-
Mark
Volatility Forecasting In the Nordic Stock Market
(
- Bach. Degree
-
Mark
Crude Volatility - Investigation of the HAR-RV model and Implied volatility in Brent Crude Futures
(
- Bach. Degree
-
Mark
Empirical study on the RMB exchange rate & US dollar index and their impact on China's foreign trade
(
- Master (One yr)
- 2014
-
Mark
CAUSES OF THE GREAT MODERATION RE-STUDIED
(
- Master (One yr)
- 2013
-
Mark
Testing market efficiency in an ex-dividend setting - Could the market be efficient in the presence of inefficiency?
(
- Master (One yr)
-
Mark
The Value of Foreign Currency Hedging: A study on the German market
(
- Master (One yr)
-
Mark
Value-at-Risk Estimation Under Shifting Volatility
(
- Master (One yr)
-
Mark
Volatility Spillover Effects in Scandinavian Equity Markets
(
- Master (One yr)
- 2012
-
Mark
Stock Market Volatility - Do macroeconomic variables affect stock market volatility?
(
- Master (One yr)
-
Mark
Högfrekvenshandelns effekt på volatiliteten, likviditeten och prissättningen av värdepapper på den svenska marknaden.
(
- Bach. Degree
-
Mark
Volume of Trading and Stock Volatility in the Swedish Market
(
- Master (One yr)
-
Mark
Valuation Using Multiples - Accuracy and Error Determinants
(
- Master (One yr)
- 2011
-
Mark
Stocks vs. their underlying commodity – a comparison analysis
(
- Master (One yr)
-
Mark
Depositary Receipts and their underlying shares: A study on volatility
(
- Master (One yr)
- 2010
-
Mark
An Expected Loss Analysis of the ISEQ 20 Stock Index
(
- Master (Two yrs)
-
Mark
Leverage and Volatility
(
- Master (One yr)
-
Mark
Risky Relations - A study of the relationship between expected stock returns and volatility on the international market
(
- Master (One yr)
-
Mark
Forecasting Volatility: Evidence From The Swiss Stock Market
(
- Master (One yr)
-
Mark
An analysis of Gold Market Volatility
(
- Master (One yr)
-
Mark
Time-Varying Beta of Scandinavian Industries: The Crisis Experience
(
- Master (One yr)
- 2008
-
Mark
Volatility and Mean Spillover of Chinese ADRs at New York Stock Exchange
(
- Master (One yr)
-
Mark
Volatility Based Sentiment Indicators for Timing the Markets
(
- Master (One yr)
-
Mark
Volatility in covered warrants - A comparison between EGARCH-forecasted volatility and implied volatility on the Swedish warrant market -
(
- Master (One yr)
-
Mark
Index Futures Trading and Spot Market Volatility:Evidence from the Swedish Market
(
- Master (One yr)
-
Mark
VaR methods for linear instruments
2008) In LUTVDG/TVBB5268SE(
Risk Management and Safety Engineering (M.Sc.Eng.)
Division of Fire Safety Engineering
Division of Risk Management and Societal Safety- Master (Two yrs)
- 2007
-
Mark
En empirisk studie av Value-at-Risk-prediktering med hjälp av GARCH-modeller
(
- Master (One yr)
-
Mark
Leverage Effects on the Swedish stock market
(
- Bach. Degree
- 2006
-
Mark
Cross-listing of Swedish stocks in London and New York
(
- Master (One yr)
- 2004
-
Mark
Riskens förändring för svenska aktier och obligationer: 1919-2003
(
- Bach. Degree