1 – 5 of 7
- show: 5
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=" "
width=" "
height=" "
allowtransparency="true"
frameborder="0">
</iframe>
- 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)