Sökning: "Karl Ekvall"
Hittade 1 uppsats innehållade orden Karl Ekvall.
1. Volatility Forecasting in Bull & Bear Markets
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : 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
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