-
The statistical and economic relevance of out-of-sample forecasts of implied volatility surfaces of equity options Master Thesis
Bruggen, E.N. van and Grith, M.
November 2018 -
Unraveling Liquid Alternatives Master Thesis
Engelen, A.W. van
November 2018 -
Modeling the IVS of Leveraged ETF Options Based on the Data of Information-Rich and Highly Liquid ETF Options Master Thesis
Sterk, S. and Gong, X.
November 2018 -
Estimation of a time-varying parameter GARCH model based on Google Trends Master Thesis
Thomassen, F. and Wel, M. van der
November 2018 -
The influence of demographics on real interest rates and house prices Master Thesis
Meerten, B.J.N. van and Lange, R.
November 2018 -
Prediction and Modelling of Mortgage Prepayment Risk in a Low Interest Rate Environment Using Time-Varying Parameters Master Thesis
Wesseling, T.F.
November 2018 -
Non-parametric Bayesian Forecasts Master Thesis
Atav, B.
November 2018 -
Dependence between the stock market and foreign exchange markets in the Middle East: A GARCH-EVT-Copula approach Master Thesis
Sadeghi, J.
December 2018