Sökning: "Kurt Brännäs"
Visar resultat 1 - 5 av 8 avhandlingar innehållade orden Kurt Brännäs.
1. On estimation in econometric systems in the presence of time-varying parameters
Sammanfattning : Economic systems are often subject to structural variability. For the achievement of correct structural specification in econometric modelling it is then important to allow for parameters that are time-varying, and to apply estimation techniques suitably designed for inference in such models. LÄS MER
2. Essays on credit markets and banking
Sammanfattning : This thesis consists of four self-contained papers related to banking, credit markets and financial stability. Paper [I] presents a credit market model and finds, using an agent based modeling approach, that credit crunches have a tendency to occur; even when credit markets are almost entirely transparent in the absence of external shocks. LÄS MER
3. On Risk Prediction
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
4. Worker Safety and Market Dynamics
Sammanfattning : .... LÄS MER
5. Time series modelling of high frequency stock transaction data
Sammanfattning : .... LÄS MER