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- 2023
-
Mark
Univariate GARCH Models for Forecasting Real Estate Volatility and Risk Prediction
(
- Master (One yr)
- 2022
-
Mark
Symmetry or Asymmetry: A model comparison between different ARCH-class volatility models using Bitcoin returns
(
- Master (One yr)
-
Mark
Forecasting Exchange Rate Value-at-Risk and Expected Shortfall: A GARCH-EVT Approach
(
- Master (One yr)
-
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)
-
Mark
Risk measurement of cryptocurrencies using value at risk and expected shortfall
(
- Master (One yr)
- 2020
-
Mark
Modeling asymmetry in volatility response - non-Gaussian innovations approach
(
- Master (One yr)
-
Mark
The Impact of Pandemic Shocks to the Stock Market
(
- 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
Testing the effects of short-selling constraints in Europe using GARCH models
(
- Master (One yr)
-
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)
-
Mark
The Effects of Economic Variables on Swedish Stock Market Volatility A GARCH-MIDAS Approach
(
- Master (Two yrs)
- 2017
-
Mark
Forecasting Swedish Stock Market Volatility and Value-at-Risk: A Comparison of EWMA and GARCH Models
(
- Master (Two yrs)
-
Mark
Managing Risk with Energy Commodities using Value-at-Risk and Extreme Value Theory
(
- Master (One yr)
-
Mark
Forecasting the Volatility in Financial Assets using Conditional Variance Models
(
- Master (One yr)
-
Mark
A Volatility Based Trading Strategy
(
- Master (One yr)
-
Mark
Macroeconomic uncertainty and banks’ loan supply: The case of the Nordic countries
(
- Master (Two yrs)
- 2016
-
Mark
Prediction of Volatility and Value at Risk with Copulas for Portfolios of Commodities
(
- Master (Two yrs)
-
Mark
Volatilitetsprediktering och beräkning av Value at Risk med hjälp av FIGARCH
(
- Bach. Degree
-
Mark
Tidsseriemodellering av fyra oreglerade älvars vattenföring - En explorativ studie med GARCH- och Tröskelteknik
(
- Bach. Degree
-
Mark
Risk Management for Swedish Farmers - An empirical study on hedge ratios for Swedish wheat
(
- Master (One yr)
-
Mark
Practical estimation of Value at Risk and Expected Shortfall: Are complex methods really necessary?
(
- Bach. Degree
-
Mark
Den oetiska strategin – En kvantitativ studie om oetiska investeringar
(
- Bach. Degree
- 2015
-
Mark
Effects of changes in the Icelandic capital controls: An event study on the stock price of Össur hf.
(
- Master (Two yrs)
-
Mark
GARCH-modellering av volatiliteten i Industrivärdens substansrabatt
(
- Bach. Degree
-
Mark
Volatility Forecasting In the Nordic Stock Market
(
- Bach. Degree
-
Mark
Modellering av räknedata med icke-konstant varians: En tillämpad studie av inkommande samtal till en telefonsupport
(
- Bach. Degree
-
Mark
ARMA and GARCH models for silver, nickel and copper price returns
(
- Bach. Degree
-
Mark
Empirical Analysis of GARCH model Performance in Value at Risk Estimation
(
- Master (One yr)
-
Mark
Asymmetric Volatility: Testing Firm-specific Factors as a Cause for the “Leverage Effect” Using GARCH-modeling
(
- Master (One yr)
-
Mark
Evaluating Credit Default Swap spreads using the CreditGrades model - A study on European non-financial firms
(
- Master (Two yrs)
- 2014
-
Mark
CAUSES OF THE GREAT MODERATION RE-STUDIED
(
- Master (One yr)
-
Mark
Return Models and Covariance Matrices
(
- Master (Two yrs)
-
Mark
The Value of Acquiring: An Event Study on Shareholder Value for Defence Sector M&A's
(
- Master (One yr)
- 2013
-
Mark
Bivariate VaR Estimation in energy forwards – An Extreme Value Approach with Copulas and GARCH Volatility
(
- Master (Two yrs)
-
Mark
Econometric Methods and Monte Carlo Simulations for Financial Risk Management
(
- Master (One yr)
-
Mark
Value-at-Risk Estimation Under Shifting Volatility
(
- Master (One yr)
-
Mark
Estimation of Time-Varying Hedge Ratios for Coffee
(
- Master (One yr)
-
Mark
A empirical study of one-day risk prognosis models, using Value-at-Risk and three different GARCH-models
(
- Bach. Degree
-
Mark
Structured Products Modelled as Stochastic Processes
(
- Master (Two yrs)
- 2011
-
Mark
Where the rainbow ends...
(
- Master (One yr)
- 2010
-
Mark
The day-of-the-week effect on stock returns and volatility: The case of Latin America
(
- Master (One yr)
-
Mark
Leverage and Volatility
(
- Master (One yr)
- 2009
-
Mark
Evaluation of Various Approaches to Value at Risk
(
- Master (One yr)
- 2008
-
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)
-
Mark
Index Futures Trading and Spot Market Volatility:Evidence from the Swedish Market
(
- Master (One yr)
-
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
Covariance Risk Models on the Swedish Stock Market - Using a GARCH Framework
(
- Master (One yr)
- 2007
-
Mark
Adding commodity futures to the Swedish stock portfolio, A good strategy for better diversification?
(
- Master (One yr)
-
Mark
En empirisk studie av Value-at-Risk-prediktering med hjälp av GARCH-modeller
(
- Master (One yr)
- 2005
-
Mark
Volatility and Mean Spill-Over Effects in Asian Bond Markets
(
- Bach. Degree
-
Mark
Volatility Spillover Effect in the Context of European Union Enlargement. Case Study of Equity and FX Market in Czech Republic, Hungary and Poland.
(
- Master (One yr)
- 2004
-
Mark
VD-bytets påverkan på marknaden
(
- Bach. Degree