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- 2023
-
Mark
Univariate GARCH Models for Forecasting Real Estate Volatility and Risk Prediction
(
- Master (One yr)
- 2022
-
Mark
Risk measurement of cryptocurrencies using value at risk and expected shortfall
(
- Master (One yr)
- 2021
-
Mark
VaR and ES through FX exposure at Trelleborg Group
(
- Bach. Degree
-
Mark
A study incorporating skewness in Expected Shortfall Estimation
(
- Master (One yr)
- 2020
-
Mark
Estimating Expected Shortfall Using Parametric and Non-Parametric Approaches
(
- Master (One yr)
- 2019
-
Mark
How Capital Requirements Affects Swedish Pension Payments
(
- Master (Two yrs)
-
Mark
Expected Shortfall Estimation
(
- Master (One yr)
- 2017
-
Mark
Empirical Research on Value-at-Risk Methods of Chinese Stock Indexes
(
- Master (One yr)
-
Mark
Are GARCH models necessary for Expected Shortfall?
(
- Bach. Degree
- 2016
-
Mark
Practical estimation of Value at Risk and Expected Shortfall: Are complex methods really necessary?
(
- Bach. Degree