Sökning: "empirical models"

Visar resultat 26 - 30 av 1128 avhandlingar innehållade orden empirical models.

  1. 26. Essays in empirical asset pricing

    Författare :Johan Parmler; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : Capital Asset Pricing Model (CAPM) is the most widely used model in asset pricing. This model evaluates the asset return in relation to the market return and the sensitivity of the security to the market. However, the evidence supporting the CAPM is mixed. LÄS MER

  3. 27. Empirical tests of exchange rate and stock return models

    Författare :Anna Lindahl; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Foreign exchange order flow; Microstructure; Stock return predictability;

    Sammanfattning : Abstracts to ”Empirical tests of exchange rate and stock return models” Order flow in the Foreign Exchange Market Price discovery in foreign exchange markets is explored using Swedish data including trades from both the customer and the interdealer market. The data set represents a majority of all executed trades in the EURSEK exchange rate over a four-year time period. LÄS MER

  4. 28. Empowering Empirical Research in Software Design: Construction and Studies on a Large-Scale Corpus of UML Models

    Författare :Truong Ho-Quang; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Software Modeling; Software Design; Empirical Research; UML; Modeling Practices; Impacts of Modeling; Open Source System; Mining Software Repository; Data Mining; Data Curation; GitHub;

    Sammanfattning : Context: In modern software development, software modeling is considered to be an essential part of the software architecture and design activities. The Unified Modeling Language (UML) has become the de facto standard for software modeling in industry. LÄS MER

  5. 29. Financial performance measurement supporting the transition towards circular business models

    Författare :Amal Kanzari; Lars Witell; Henrik Nehler; Josefine Rasmussen; Emelie Havemo; Linköpings universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Financial performance measurement; Circular business models; Management accounting practices; Circular strategy; Result-oriented business models; Sufficiency solutions; Finansiell prestationsmätning; Cirkulära affärsmodeller; Styrningspraktiker; Cirkulära strategier; Resultatdrivna affärsmodeller;

    Sammanfattning : Financial performance measurement plays an important role in leading decision-makers through strategic innovation, such as business model innovation. To convey relevant information, it is important that the practices used to measure financial performance are appropriate to what is being measured. LÄS MER

  7. 30. Properties and evaluation of volatility models

    Författare :Hans Malmsten; Handelshögskolan i Stockholm; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : The general theme of this thesis is theoretical properties and evaluation of volatility models. The thesis consists of four papers. In the first chapter the moment structure of the EGARCH model is derived. The second chapter contains new results on the A-PARCH model. LÄS MER