Sökning: "Karl Bull"

Hittade 1 uppsats innehållade orden Karl Bull.

  1. 1. Volatility Forecasting in Bull & Bear Markets

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Karl Oskar Ekvall; [2012-07-25]
    Nyckelord :;

    Sammanfattning : This thesis considers the performance of variance forecasting in bull and bear markets. Three asset indices, the DAX, the Standard & Poor’s 500 and the CurrencyShares Euro Trust, are split into bull and bear periods whereby variance forecasting is evaluated in the two states. LÄS MER