Sökning: "Time-Series Models"

Visar resultat 21 - 25 av 212 avhandlingar innehållade orden Time-Series Models.

  1. 21. Nonlinearities and regime shifts in financial time series

    Författare :Stefan Åsbrink; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This volume contains four essays on various topics in the field of financial econometrics. All four discuss the properties of high frequency financial data and its implications on the model choice when an estimate of the capital asset return volatility is in focus. LÄS MER

  3. 22. 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

  4. 23. Chemical exposure in the work place : mental models of workers and experts

    Författare :Anita Pettersson-Strömbäck; Bengt Järvholm; Steven Nordin; Bo Strangert; Marianne Törner; Umeå universitet; []
    Nyckelord :self-assessment of exposure; predictions; expert judgment; risk; interpretation; time series analysis; MAPE; benzene; monoterpenes; styrene; Occupational and Environmental Medicine; arbets- och miljömedicin;

    Sammanfattning : Many workers are daily exposed to chemical risks in their work place that has to be assessed and controlled. Due to exposure variability, repeated and random measurements should be conducted for valid estimates of the average exposure. LÄS MER

  5. 24. Testing the unit root hypothesis in nonlinear time series and panel models

    Författare :Rickard Sandberg; Handelshögskolan i Stockholm; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : The thesis contains the four chapters: Testing parameter constancy in unit root autoregressive models against continuous change; Dickey-Fuller type of tests against nonlinear dynamic models; Inference for unit roots in a panel smooth transition autoregressive model where the time dimension is fixed; Testing unit roots in nonlinear dynamic heterogeneous panels. In Chapter 1 we derive tests for parameter constancy when the data generating process is non-stationary against the hypothesis that the parameters of the model change smoothly over time. LÄS MER

  7. 25. Exploring massively parallel models and architectures for efficient computation of evolutionary algorithms

    Författare :Sven Eklund; Högskolan Dalarna; []
    Nyckelord :evolutionary algorithms; genetic programming; linear machine code; distributed population models; diffusion model; symbolic function regression; time series forecasting; VHDL; FPGA;

    Sammanfattning : .... LÄS MER