Sökning: "Stefan Nydahl"

Hittade 1 avhandling innehållade orden Stefan Nydahl.

1. 1. Essays on stock prices and exchange rates

   Författare :Stefan Nydahl; Uppsala universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; Economics; Nationalekonomi; nationalekonomi; Economics;

   Sammanfattning : This thesis consists of five self-contained essays:Essay 1 evaluates several time series models of exchange rate volatility to predict the daily volatility of the U.S. dollar versus the currencies of Germany, Canada and Japan. The models are compared both within-sample and out-of-sample with the main focus on the latter. LÄS MER