Sökning: "asymmetrisk risk"

Hittade 5 avhandlingar innehållade orden asymmetrisk risk.

  1. 1. Empirical Studies on Economic and Financial Spillovers : Asymmetric Risk and Dependence Modeling

    Författare :Axel Hedström; Gazi Salah Uddin; Ali M. Ahmed; Ugur Soytas; Linköpings universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Spillovers; systemic risk; risk modeling; risk dependence; asymmetric risk; energy finance; Spillovers; systemisk risk; riskmodellering; risk påverkan; asymmetrisk risk; energifinans;

    Sammanfattning : Financial assets are volatile, and volatility becomes more intense in terms of size and rate of recurrence when markets are uncertain and growing rapidly. The fact that the recurrence rate increased during crisis periods, such as the IT bubble in the early 2000 and the global financial crisis that started in 2007, is a key finding in the literature. LÄS MER

  3. 2. International Asset Pricing, Diversification and Links between National Stock Markets

    Författare :Birger Nilsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering; economic systems; economic theory; Economics; econometrics; Simulated Annealing; Capital Market Liberalization; International Asset Pricing; Diversification;

    Sammanfattning : This thesis consists of three self-contained empirical studies on international financial economics. The common economic theme is that all three studies deal with international stock market return and risk. LÄS MER

  4. 3. Visual influences on vestibular compensation and postural control

    Författare :Anna Hafström; Lund näs- och halssjukdomar Öron-; []
    Nyckelord :MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Otorhinolaryngology; audiology; auditive system and speech; Otorinolaryngologi; Medicin människa och djur ; Vestibular schwannoma; Alcohol intoxication.; Medicine human and vertebrates ; Vestibular deafferentation; Visual-vestibular interactions; Subjective visual horizontal and vertical; Visual dependence; Utriculus; Balance; Vision; audiologi; hörsel- och talorganen;

    Sammanfattning : This thesis aimed to investigate visual-vestibular interactions in healthy subjects and in patients with a well defined unilateral vestibular lesion (vestibular schwannoma before and six months after translabyrinthine surgery). Visual information is particularly important for balance control during perturbed stance. LÄS MER

  5. 4. Initiation of rolling contact fatigue from asperities in elastohydrodynamic lubricated contacts

    Författare :Carl-Magnus Everitt; Bo Alfredsson; Stefan Björklund; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Spalling; Pitting; Slip; Elastohydrodynamic; Thermal elastohydrodynamic; Fatigue; Contact mechanics.; Pitting; Glidning; Elastohydrodynamik; Termisk elastohydrodynamik; Utmattning; Kontaktmekanik.; Hållfasthetslära; Solid Mechanics;

    Sammanfattning : Rolling contacts are utilized in many technical applications, both in bearings and in the contact between gear teeth. These components are often highly loaded, which makes them susceptible to suffer from rolling contact fatigue. This work focuses on the rolling contact fatigue mechanism of pitting. LÄS MER

  7. 5. Laser-Driven Plasma Waves for Particle Acceleration and X-ray Production

    Författare :Guillaume Genoud; Atomfysik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Laser plasma acceleration of electrons and protons; laser-wakefield acceleration; plasma waves; plasma-wiggler radiation; betatron radiation; laser guiding; laser pointing stabilisation;

    Sammanfattning : This thesis presents experimental results related to laser plasma accelerators. These rely on very different principles from conventional particle accelerators. LÄS MER