Visar resultat 1 - 5 av 84 avhandlingar innehållade ordet Ekonometri.
Sammanfattning : This thesis comprises four papers concerning risk prediction. Paper [I] suggests a nonlinear and multivariate time series model framework that enables the study of simultaneity in returns and in volatilities, as well as asymmetric effects arising from shocks. LÄS MER
Sammanfattning : This PhD thesis consists of four separate papers. What these papers have in common is that Bayesian Econometrics, in combination with Markov chain Monte Carlo (MCMC) methods, is applied to study various problems in financial economics. LÄS MER
Sammanfattning : This thesis contains an introductory chapter and three essays, all considering different aspects of the Swedish parental insurance. In the first two essays, different aspects of temporary parental leave (leave from work to take care of a sick child) are investigated, whereas the third essay considers parental leave (leave from work to take care of a new-born child). LÄS MER
Sammanfattning : This thesis consists of five essays exploring the validity of some extensively used financial models with a focus on the Swedish equity and derivative markets. The essays are of both an empirical and a theoretical nature. LÄS MER
Sammanfattning : Politics induce economic agents to organise into special interest groups (SIGs) and act strategically to adjust their economic decisions and to conduct rent-seeking activities in order do improve the situation inflicted on them by policy. This thesis examines, in four essays, different forms of SIG influence on public policy in different institutional contexts. LÄS MER