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- 2023
-
Mark
Univariate GARCH Models for Forecasting Real Estate Volatility and Risk Prediction
(
- Master (One yr)
- 2022
-
Mark
Explaining the dynamics of exchange rate volatility
(
- Master (One yr)
-
Mark
Decomposition of ETFs: Building a synthetic portfolio of ETFs major positions
(
- Master (One yr)
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Mark
Risk measurement of cryptocurrencies using value at risk and expected shortfall
(
- Master (One yr)
-
Mark
Forecasting Exchange Rate Value-at-Risk and Expected Shortfall: A GARCH-EVT Approach
(
- Master (One yr)
-
Mark
Symmetry or Asymmetry: A model comparison between different ARCH-class volatility models using Bitcoin returns
(
- Master (One yr)
- 2020
-
Mark
The Impact of Pandemic Shocks to the Stock Market
(
- Master (One yr)
-
Mark
Modeling asymmetry in volatility response - non-Gaussian innovations approach
(
- Master (One yr)
- 2019
-
Mark
Co-movements between Renewable Energy, Oil & Gas, and Technology in Europe: Implications for Investment Decisions
(
- Master (Two yrs)
-
Mark
Volatility of Bitcoin in a European Context
(
- Master (One yr)
-
Mark
A comparative research study of the Cryptocurrencies’ volatility using GARCH-model analysis
(
- Master (One yr)
-
Mark
Are GARCH Models Appropriate for Analysing Volatility Structures in Fundamental Valuations of the OMXS30?
(
- Bach. Degree
- 2018
-
Mark
Volatility Forecasting An Empirical Study on Bitcoin Using Garch and Stochastic Volatility models
(
- Master (Two yrs)
-
Mark
Does High-Frequency Trading Affect Stock Market Predictability?
(
- Master (One yr)
-
Mark
Developments in Systemic Risk since the Global Financial Crisis: Assessment of Eurozone and US Systemically Important Banks based on Marginal Expected Shortfall
(
- Master (One yr)