Research output per year
Research output per year
Supervised Work
Search results
-
Estimation of the Stochastic Volatility Model: A Markov Chain Monte Carlo Approach
Christian Janholm Loft
MSc in Business Administration and Management Science, (Graduate Programme) Final Thesis, 2020
Student thesis: Master thesis
File -
Student thesis: Master thesis
File -
GARCH-modeller og forecasting
Jack Petersen
MSc in Business Administration and Management Science, (Graduate Programme) Final Thesis, 2018
Student thesis: Master thesis
File -
MCMC Estimation : In Stochastic Volatility Model
Søren Svinth Aagaard, Frederik Pedersen
MSc in Business Administration and Management Science, (Graduate Programme) Final Thesis, 2019
Student thesis: Master thesis
File -
Modeling Structural Changes in Volatility Using Markov Switching GARH Models
Jeppe Brauer, Niels Kristensen
MSc in Business Administration and Management Science, (Graduate Programme) Final Thesis, 2020
Student thesis: Master thesis
File -
Stokastiske Volatilitetsmodeller: Bayesiansk Statistik og MCMC-estimation i Stokastiske Volatilitetsmodeller
Michelle Porsby Barth, Magnus Meinertz Hansen
MSc in Business Administration and Management Science, (Graduate Programme) Final Thesis, 2020
Student thesis: Master thesis
File