Sökning: "regime independent"

Visar resultat 16 - 20 av 75 avhandlingar innehållade orden regime independent.

1. 16. Asset Pricing Models with Stochastic Volatility

   Författare :Jean-Paul Murara; Sergei Silvestrov; George Fodor; Mälardalens högskola; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics Applied Mathematics; matematik tillämpad matematik;

   Sammanfattning : Asset pricing modeling is a wide range area of research in Financial Engineering. In this thesis, which consists of an introduction, three papers and appendices; we deal with asset pricing models with stochastic volatility. Here stochastic volatility modeling includes diffusion models and regime-switching models. LÄS MER

3. 17. Persistent organic pollutants in benthic foodwebs

   Författare :Niklas Holmqvist; Biologiska institutionen; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; limnologi; Marinbiologi; limnology; aquatic ecology; marine biology; Hydrobiology; Ekologi; Ecology; Intraspecific interactions; streams; nutrients; lakes; crayfish; eels; Persistent organic pollutants; Benthic foodwebs; akvatisk ekologi; Environmental chemistry; Miljökemi;

   Sammanfattning : Concentrations of persistent organic pollutants (POPs) in aquatic biota are dependent on several factors both on individual and on system level. Bioaccumulation of POPs in pelagic biota in lakes as well as fish in streams has been shown to be dependent on nutrient regime of the system. LÄS MER

4. 18. Real Effects of Monetary Regimes

   Författare :Anna Larsson; Lars Calmfors; Alberto Dalmazzo; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary Regimes; Unions; Fiscal Policy; Inflation Targeting; Real Exchange Rate; Wage Setting; Unemployment; Economics; Nationalekonomi;

   Sammanfattning : This thesis consists of three essays on the real effects of monetary regimes.“Monetary Regimes, Labour Mobility and Equilibrium Employment” analyses the impact of the monetary regime on labour markets in a small open economy by considering the game between large wage setters and the central bank in a model with labour mobility between sectors. LÄS MER

5. 19. Fatigue behaviour of a nickel based superalloy

   Författare :Henrik Andersson; Materialteknik; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; materialteknik; Materiallära; Material technology; Bodner-Partom; Fatigue; High temperature;

   Sammanfattning : This thesis deals with different aspects of fatigue crack propagation in IN718. The ultimate objective of the work is to gain understanding of the fatigue process, from the macroscopic stress-strain relations to microscopic fatigue crack growth mechanisms. LÄS MER

7. 20. A Non-Gaussian Limit Process with Long-Range Dependence

   Författare :Raimundas Gaigalas; Ingemar Kaj; Esko Valkeila; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; long-range dependence; traffic modelling; arrival process; self-similarity; heavy tails; fractional Brownian motion; stable processes; renewal processes; independently scattered random measure; weak convergence; 60F17; 60G18; 90B18; 60K05 ; Matematisk statistik; Mathematical statistics; Matematisk statistik;

   Sammanfattning : This thesis, consisting of three papers and a summary, studies topics in the theory of stochastic processes related to long-range dependence. Much recent interest in such probabilistic models has its origin in measurements of Internet traffic data, where typical characteristics of long memory have been observed. LÄS MER