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Improving Time-Varying Volatility Estimates Using ProPar: a Score-Driven Application on High-Frequency Data Master Thesis
Bagirov, S.
July 2023 -
Joost Gubbels Master Thesis
Gubbels, J.J.T.
August 2023 -
The effect of sampling frequency on volatility forecasting performance using an LSTM neural network Master Thesis
Tol, J.P.A. van
August 2023 -
Factor Covariance Estimation: Static versus Dynamic modelling in a Portfolio Optimisation setting Master Thesis
Gijssel, E.P.M.
August 2023 -
Predicting Individual Equity OptionsÂ’ Implied Volatility With Machine Learning Master Thesis
Knol, L.
August 2023 -
Predicting option implied volatility features using machine learning models: A comparative study with traditional implied volatility models Master Thesis
Lent, M.A.Y. van
August 2023 -
Convergence of COVID policy: Testing Persuasion Bias Master Thesis
Wackerbauer, G.M.
August 2023 -
Probabilistic Forecasting of Stock Returns using Distributional Regression Tree-Based Models Master Thesis
Jong, S.I. de
August 2023