Sökning: "Ekonometri"

Visar resultat 1 - 5 av 84 avhandlingar innehållade ordet Ekonometri.

  1. 1. On Risk Prediction

    Författare :Carl Lönnbark; Kurt Brännäs; Stefan Mittnik; Umeå universitet; []
    Nyckelord :SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Time series; GARCH; Estimation error; Asymmetry; Supply and demand; Econometrics; Ekonometri; ekonometri; Econometrics;

    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

  2. 2. Applications of Bayesian Econometrics to Financial Economics

    Författare :Christoffer Bengtsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; systemic risk; stochastic volatility; jump-diffusion; shrinkage; covariance matrix estimation; estimation risk; portfolio selection; mean-variance optimization; Markov chain Monte Carlo; Bayesian econometrics; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy;

    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

  3. 3. Studies on the Swedish Parental Insurance

    Författare :Anna Amilon; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nationalekonomi; ekonometri; ekonomisk teori; economic policy; satisfaction; Economics; econometrics; economic theory; economic systems; interdependence of preferences; signaling effects; cohabiting mothers; single mothers; parental leave; intra-household sharing; temporary parental leave; ekonomiska system; ekonomisk politik;

    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

  4. 4. Essays on Financial Models

    Författare :Henrik Amilon; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; options; neural networks; hedging; portfolio optimization; econometrics; Economics; ekonomisk teori; ekonomiska system; ekonomisk politik; ekonometri; generalized residuals; discreteness; GARCH; compass rose; nonlinearities; Chaos; economic theory; economic systems; Nationalekonomi; economic policy;

    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

  5. 5. Interest Groups and Government Policy. A Political Economy Analysis

    Författare :Fredrik CA Andersson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic policy; Nationalekonomi; ekonomisk politik; ekonomisk teori; ekonomiska system; ekonometri; economic systems; economic theory; econometrics; Economics; Special Interest Groups; Lobbying; Labour Unions; Information; Growth; Inequality; Corporatism; Campaign Contributions;

    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