Sökning: "SAMHÄLLSVETENSKAP Statistik"

Visar resultat 16 - 20 av 384 avhandlingar innehållade orden SAMHÄLLSVETENSKAP Statistik.

  1. 16. Price measurement and index construction : some contributions to theory and application

    Författare :Jörgen Dalén; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Konsumentprisindex;

    Sammanfattning : Four different problems are treated, all concerned with problems arising when compiling price indexes in official statistics. One deals with the computation of so called elementary aggregates, low level indexes for single products, when proper weights for the observations are not available. LÄS MER

  3. 17. Nonresponse issues when analysing business survey data

    Författare :Åsa Grek; Mark Dougherty; Martin Johanson; Fredrik Hartwig; Lars Hultkrantz; Högskolan Dalarna; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Complex Systems – Microdata Analysis; Komplexa system - mikrodataanalys;

    Sammanfattning : Data issues due to nonresponse or missing data arises often in company surveys or in firm data. Missing data and nonresponse causes bias. Another problem that causes bias is omitted variables. Accordingly, it will lead to wrong conclusions. LÄS MER

  4. 18. Analyzing real-world data to promote development of active safety systems that reduce car-to-vulnerable road user accidents

    Författare :Azra Habibovic; Chalmers tekniska högskola; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Accident prevention; Naturalistic observation; Causation analysis; Active safety system; Vulnerable road user VRU ; Driver behavior; Functional requirements; Statistical analysis; VRU behavior;

    Sammanfattning : The overall objective of the thesis is to explore various types of real-world road traffic data and to assess the extent to which they can inform the design of active safety systems that aim to prevent car-to-vulnerable road user (VRU) accidents. A combined analysis of in-depth and police reported accident data provided information on driver behavior and contextual variables, which is valuable for the development of active safety systems. LÄS MER

  5. 19. Asymmetry and multiscale dynamics in macroeconomic time series analysis

    Författare :Olivier Habimana; Pär Sjölander; Kristofer Månsson; Guglielmo Maria Caporale; Jönköping University; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis consists of three independent articles preceded by an introductory chapter. The first two articles focus on exchange rate dynamics in emerging market and developing economies, taking into account nonlinearities and asymmetries which are relevant for these countries and are potentially due to (i) transaction costs and other market frictions, and (ii) official intervention in the foreign exchange market. LÄS MER

  7. 20. Essays in Quantitative Finance

    Författare :Patrik Karlsson; Nationalekonomiska institutionen; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; credit valuation adjustment CVA ; derivative pricing; interest rate derivatives; Monte Carlo simulation;

    Sammanfattning : This thesis contributes to the quantitative finance literature and consists of four research papers.Paper 1. This paper constructs a hybrid commodity interest rate market model with a stochastic local volatility function that allows the model to simultaneously fit the implied volatility of commodity and interest rate options. LÄS MER