Sökning: "Durations"

Visar resultat 1 - 5 av 147 avhandlingar innehållade ordet Durations.

1. 1. Stock data, trade durations, and limit order book information

   Författare :Ola Simonsen; Kurt Brännäs; Johan Knif; Umeå universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Maximum likelihood; Estimation; ACD; News; Multivariate; Intraday; Market; Economics; Nationalekonomi;

   Sammanfattning : This thesis comprises four papers concerning trade durations and limit order book information. Paper [1], [2] and [4] study trader durations, e.g., the time between stock transactions in intra-day data. LÄS MER

3. 2. Four essays on the econometric modelling of volatility and durations

   Författare :Cristina Amado; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : The thesis "Four Essays on the Econometric Modelling of Volatility and Durations" consists of four research papers in the area of financial econometrics on topics of the modelling of financial market volatility and the econometrics of ultra-high-frequency data. The aim of the thesis is to develop new econometric methods for modelling and hypothesis testing in these areas. LÄS MER

4. 3. How do metamorphic fluids move through rocks? : An investigation of timescales, infiltration mechanisms and mineralogical controls

   Författare :Barbara I. Kleine; Alasdair D. L. Skelton; John C. Schumacher; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Metamorphic fluid flow; fluid-rock interaction; fluid infiltration mechanisms; fluid flux rates; thermodynamic modeling; reaction front propagation; fluid flux calculation; Geology; geologi;

   Sammanfattning : This thesis aims to provide a better understanding of the role of mountain building in the carbon cycle. The amount of CO2 released into the atmosphere due to metamorphic processes is largely unknown. LÄS MER

5. 4. Towards Clinical Implementation of Dynamic Positron Emission Tomography in Neurodegenerative Diseases

   Författare :My Jonasson; Mark Lubberink; Lieuwe Appel; Jens Sörensen; Michel Koole; Uppsala universitet; []
   Nyckelord :MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Positron emission tomography; PET; Molecular imaging; Quantification; Kinetic modelling; Parametric images; Alzheimer’s disease; Parkinson’s disease; Radiology; Radiologi;

   Sammanfattning : Alzheimer’s disease (AD) and Parkinson’s disease (PD) are the two most common neurodegenerative disorders worldwide. Positron emission tomography (PET), together with suitable biomarkers, can aid in the clin-ical evaluation as well as in research investigations of these diseases. LÄS MER

7. 5. On impacts and ride-through of voltage sags exposing line-operated AC-machines and metal processes

   Författare :Fredrik Carlsson; KTH; []
   Nyckelord :Rolling mill; Blast furnace; Power Quality; Synchronous machine; Asynchronous machine; Voltage sag; Voltage interruption; Ride-through; Process disturbances; Simulation; Modelling;

   Sammanfattning : During the last decade, power quality has been recognised asa global problem. Among different types of power qualityproblems, voltage sags have been identified to be one of themost severe problems for different process industries. The mostcommon reason to voltage sags is lightning strikes in powerlines. LÄS MER