Sökning: "Predictive Regressions"

Visar resultat 1 - 5 av 7 avhandlingar innehållade orden Predictive Regressions.

  1. 1. Predictability in Equity Markets: Estimation and Inference

    Författare :Tamás Kiss; Erik Hjalmarsson; Ádám Faragó; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Non-stationary regressor; Persistence Adjustment; Predictive Regressions; Predictive System; Present-value relationship; Return Predictability; Stock-return Predictability; Non-stationary regressor Persistence Adjustment Predictive Regressions Predictive System Present-value relationship Return Predictability Stock-return Predictability;

    Sammanfattning : The thesis consists of three chapters dealing with predictability in equity markets. The first chapter analyses predictive regressions in a predictive system framework, where the predictor is an imperfect proxy for the expected returns. LÄS MER

  3. 2. On the effects of obesity treatment

    Författare :Gudrun Höskuldsdóttir; Göteborgs universitet; []
    Nyckelord :MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Obesity; Diabetes; Bariatric surgery;

    Sammanfattning : Aim: In this thesis the effects of bariatric surgery in individuals with type 1 diabetes (T1D) will be assessed as well as the effects of surgery on risk for heart failure (HF) and atrial fibrillation (AF) in individuals with type 2 diabetes (T2D). Intensive medical treatment of obesity will be compared with the most common surgical methods and factors predicting obesity and treatment outcomes evaluated. LÄS MER

  4. 3. Simplifying complex models : Application of modeling tools in exposure assessment of organic pollutants

    Författare :Emma Undeman; Michael McLachlan; Kathrin Fenner; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; mass balance model; environmental modeling; exposure modeling; bioaccumulation; organic contaminants; emission estimate; plant model; steady state; poly parameter linear free energy relationship; PPLFER; ecosystem susceptibility; Environmental chemistry; Miljökemi; Persistent organic compounds; Persistenta organiska föreningar; Applied Environmental Science; tillämpad miljövetenskap;

    Sammanfattning : Thousands of chemicals are used in society, but the exposure to humans and other organisms has been measured only for a small number of compounds. Modeling tools constitute low-cost and effective alternatives to measurements for the assessment of exposure. LÄS MER

  5. 4. Essays on the term structure of interest rates and long-run risks

    Författare :Henrik Hasseltoft; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : Stocks, Bonds, and Long-Run Consumption Risks. Bansal and Yaron (2004) show that long-run consumption risks and time-varying economic uncertainty in conjunction with recursive preferences can account for important features of equity markets. LÄS MER

  7. 5. Risk factors for criminal offending among men with schizophrenia

    Författare :Åsa Eriksson; Karolinska Institutet; Karolinska Institutet; []
    Nyckelord :;

    Sammanfattning : Background: There is consistent evidence for an association between schizophrenia and criminal offending. With better knowledge of the relation between schizophrenia and criminal offending, better and more cost-effective methods for prevention of criminal offending could be expected and public fear of mentally ill persons being reduced. LÄS MER