Sökning: "ghazi"
Visar resultat 16 - 20 av 21 avhandlingar innehållade ordet ghazi.
16. Assessing Distributional Properties of High-Dimensional Data
Sammanfattning : This doctoral thesis consists of five papers in the field of multivariate statistical analysis of high-dimensional data. Because of the wide application and methodological scope, the individual papers in the thesis necessarily target a number of different statistical issues. LÄS MER
17. Issues of multicollinearity and conditional heteroscedasticy in time series econometrics
Sammanfattning : This doctoral thesis consists of four chapters all related to the field of time series econometrics. The main contribution is firstly the development of robust methods when testing for Granger causality in the presence of generalized autoregressive conditional heteroscedasticity (GARCH) and causality-in-variance (i.e. spillover) effects. LÄS MER
18. Essays on the Scandinavian Stock Markets
Sammanfattning : This thesis consists of three self-contained empirical essays related to the stock markets in Denmark, Norway, and Sweden.In Essay I, the time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June 2005 are studied with liquidity indices. LÄS MER
19. (Il)liquidity on the Scandinavian Stock Exchange
Sammanfattning : The time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June 2005 are studied with an (il)liquidity index, based on the measures in Amihud (2002) and Lesmond, Ogden and Trzcinka (1999). The relationships between return, volatility, trading activity, and liquidity are examined in a VAR framework within these purely order-driven stock exchanges. LÄS MER
20. Developing Median Regression for SURE Models : With Application to 3-Generation Immigrants' Data in Sweden
Sammanfattning : .... LÄS MER