Blar i Master's theses (SV-HH 2008-2017) på emneord "realized volatility"

Viser treff 1-2 av 2

    • Event study on changes in capital structure and volatility 

      Petkevic, Kristina; Helleland, Tatyana (Masteroppgave/UIS-SV-HH/2017;, Master thesis, 2017-06-15)
      The authors of this paper test whether the changes in the capital structure and more specifically the changes in Debt to Equity ratio can explain the changes in the implied volatility and realized volatility. In addition, ...

    • What can explain the price, volatility and traded volume of Bitcoin? 

      de Vries, Jon Erik; Aalborg, Halvor Aarhus (Masteroppgave/UIS-SV-HH/2017;, Master thesis, 2017-06-06)
      We study which variables can explain and predict the return, volatility and traded volume of the cryptocurrency Bitcoin. The explanatory variables which we investigate are return, volatility, traded volume, transaction ...