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- 2022
-
Mark
Risk measurement of cryptocurrencies using value at risk and expected shortfall
(
- Master (One yr)
- 2019
-
Mark
Analysis of Cryptocurrency volatility and statistical distributions using ARMA and GARCH-type models
(
- Master (One yr)
-
Mark
A comparative research study of the Cryptocurrencies’ volatility using GARCH-model analysis
(
- Master (One yr)
- 2018
-
Mark
Testing the effects of short-selling constraints in Europe using GARCH models
(
- Master (One yr)
- 2017
-
Mark
Managing Risk with Energy Commodities using Value-at-Risk and Extreme Value Theory
(
- Master (One yr)
-
Mark
The Leverage Effect - Uncovering the true nature of U.S. asymmetric volatility
(
- Master (One yr)
-
Mark
Forecasting the Volatility in Financial Assets using Conditional Variance Models
(
- Master (One yr)
-
Mark
Empirical Research on Value-at-Risk Methods of Chinese Stock Indexes
(
- Master (One yr)
- 2015
-
Mark
Empirical Analysis of GARCH model Performance in Value at Risk Estimation
(
- Master (One yr)
- 2014
-
Mark
The Value of Acquiring: An Event Study on Shareholder Value for Defence Sector M&A's
(
- Master (One yr)
-
Mark
DYNAMIC PORTFOLIO STRATEGY - USING A MULTIVARIATE GARCH MODEL
(
- Master (Two yrs)
- 2013
-
Mark
The behavior of Credit Default Swaps
(
- Master (One yr)
-
Mark
Effects of Liquidity on Idiosyncratic Risk
(
- Master (One yr)
-
Mark
A empirical study of one-day risk prognosis models, using Value-at-Risk and three different GARCH-models
(
- Bach. Degree
- 2012
-
Mark
The Relationship between High Frequency Trading and Stock Market Volatility
(
- Master (One yr)
- 2011
-
Mark
Depositary Receipts and their underlying shares: A study on volatility
(
- Master (One yr)
-
Mark
Stock Volatility In Various Financial Institutions: Case Study of Germany with GARCH Estimations
(
- Master (One yr)
-
Mark
An analysis of the Swedish Stock Market Volatility with realized volatility, implied volatility and conditional times series models
(
- Master (Two yrs)
- 2010
-
Mark
The day-of-the-week effect on stock returns and volatility: The case of Latin America
(
- Master (One yr)
- 2009
-
Mark
The relationship between trading volume, stock index returns and volatility: Empirical evidence in Nordic countries.
(
- Master (One yr)
-
Mark
Volatility and Contagion effects originating from the financial sector: An analysis of economic sectors in two different stock market downturns
(
- Master (One yr)
- 2008
-
Mark
Volatility in covered warrants - A comparison between EGARCH-forecasted volatility and implied volatility on the Swedish warrant market -
(
- Master (One yr)
- 2004
-
Mark
VD-bytets påverkan på marknaden
(
- Bach. Degree