1 – 10 of 43
- show: 10
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=" "
width=" "
height=" "
allowtransparency="true"
frameborder="0">
</iframe>
- 2024
-
Mark
Navigating Downside Risk: The Impact of ESG Across Sectors
(
- Master (One yr)
- 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
A study incorporating skewness in Expected Shortfall Estimation
(
- Master (One yr)
-
Mark
VaR and ES through FX exposure at Trelleborg Group
(
- Bach. Degree
- 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