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Essays on Risk in International Financial Markets
Ola Larsson
Department of Economics
Research output
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Thesis
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Doctoral Thesis (compilation)
Overview
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Dive into the research topics of 'Essays on Risk in International Financial Markets'. Together they form a unique fingerprint.
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Mathematics
Bivariate
20%
Complete
20%
Constant
40%
Copula
100%
Dominates
20%
Forecasting
80%
Linear Dependence
20%
Marginal Distribution
20%
Nonlinear
20%
Order
60%
Risk Model
20%
Satisfying
20%
Selection
20%
Stochastic Volatility Model
60%
Value at Risk
100%
Variance
60%
Economics, Econometrics and Finance
ARCH Model
25%
Financial Market
12%
Generalized Autoregressive Conditional Heteroskedasticity
12%
International Financial Market
100%
Measure of Dispersion
37%
Portfolio Selection
12%
Regime Switching
12%
Stock
50%
Volatility
87%