Sökning: "Hans Byström"

Hittade 3 avhandlingar innehållade orden Hans Byström.

  1. 1. Essays on Financial Markets

    Författare :Hans Byström; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Electricity Futures; Option Pricing; Compass Rose; Covariance Matrix; Chaos; Stochastic Volatility; Financial Markets; GARCH; Financial science; Finansiering;

    Sammanfattning : This thesis consists of five empirical essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. LÄS MER

  3. 2. Physiological consequences of Elongator complex inactivation in Eukaryotes

    Författare :Tony Karlsborn; Anders Byström; Hans Ronne; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Elongator complex; wobble uridine modifications; IKBKAP; IKAP; Familial dysautonomia; Untargeted Metabolic profiling.; molekylärbiologi; Molecular Biology;

    Sammanfattning : Mutations found in genes encoding human Elongator complex subunits have been linked to neurodevelopmental disorders such as familial dysautonomia (FD), rolandic epilepsy and amyotrophic lateral sclerosis. In addition, loss-of-function mutations in genes encoding Elongator complex subunits cause defects in neurodevelopment and reduced neuronal function in both mice and nematodes. LÄS MER

  4. 3. Essays on Derivatives and Liquidity

    Författare :Caihong Xu; Lars Nordén; Björn Hagströmer; Hans Byström; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Index options; volatility smile; liquidity; index futures; expiration-day effects; limit order book; trading patience; order flows; gold futures; hedging; företagsekonomi; Business Administration;

    Sammanfattning : This dissertation contains four essays in which derivatives markets are studied in relation to three related topics in financial economics: asset pricing, market microstructure and risk management.Essay I studies the role of relative option liquidity in explaining the volatility smile. LÄS MER