Essays about: "Julian Marvin Ulmer"
Found 2 essays containing the words Julian Marvin Ulmer.
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1. Volatility Timing using Machine Learning - An Application to a Signal Based Portfolio
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Recent events such as the covid-19 pandemic and the Russian-Ukrainian war have led to a tremendous increase in volatility, making financial markets riskier for investors. To see whether investors can counteract or profit from such risk, we develop a volatility timed trading strategy. READ MORE
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2. Volatility and Risk – FIGARCH Modelling of Cryptocurrencies
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : .... READ MORE
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