Essays about: "volatility"

Showing result 1 - 5 of 923 essays containing the word volatility.

  1. 1. Fundamental Indexation Smart Beta Strategy on the Swedish Market- Enhancing risk-adjusted performance with Fundamental Indexation

    University essay from Göteborgs universitet/Graduate School

    Author : Tommy Saliba; Philip Thulin; [2021-06-30]
    Keywords : Smart Beta; Fundamental Indexation; CAPM; EMH; Value; Quality; Momentum; Low Volatility; Factor Investing;

    Abstract : MSc in Finance.... READ MORE

  2. 2. EMPIRICAL ANALYSIS OF DEPENDENCE STRUCTURES AND SPILLOVER EFFECTS ACROSS STOCK MARKETS: A STUDY OF RELATIONSHIP BETWEEN VIETNAM AND ITS MAJOR TRADING PARTNERS

    University essay from Göteborgs universitet/Graduate School

    Author : My Phung; [2021-06-30]
    Keywords : stock markets; dependence structure; spillover effect; copula model; VAR-BEKK-GARCH model;

    Abstract : MSc in Finance.... READ MORE

  3. 3. Post-MiFID II: Dark Pool Bans and Regulatory E ects on Lit Market Quality

    University essay from Göteborgs universitet/Graduate School

    Author : Hugo Hammar; Isak Djudja; [2021-06-30]
    Keywords : ;

    Abstract : MSc in Finance.... READ MORE

  4. 4. Exchange rate determinations - A multiple linear regression analysis on the correlation between exchange rate, interest rate and inflation rate

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : William Lönnegren; Robin Sälgfors; [2021-06-30]
    Keywords : Exchange rate; inflation; interest rate; multiple linear regression analysis.;

    Abstract : The exchange rate market is a financial market with very high volatility and unpredictability.Even though there does exist some key economic theories on what influences the exchangerate market, the high volatility makes predictions as hard as for any other financial market. READ MORE

  5. 5. Investigating the Statistical Properties of the Hurst Exponent Estimator of Rough Volatility Model

    University essay from Göteborgs universitet/Graduate School

    Author : Saeedeh Ostovari; [2021-06-30]
    Keywords : fractional Brownian motion; rough stochastic volatility models; circulant embedding method; fractionally integrated process; Realized volatility;

    Abstract : MSc in Finance.... READ MORE