Sökning: "underlying stock market"

Visar resultat 21 - 25 av 28 avhandlingar innehållade orden underlying stock market.

1. 21. Toward higher-order network models

   Författare :Ludvig Bohlin; Martin Rosvall; Ludvig Lizana; Tina Eliassi-Rad; Umeå universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; network science; complex systems; complex networks; network analysis; higher-order networks; community detection; citation networks; network modeling; fysik; Physics;

   Sammanfattning : Complex systems play an essential role in our daily lives. These systems consist of many connected components that interact with each other. LÄS MER

3. 22. Seasonal Adjustment and Dynamic Linear Models

   Författare :Can Tongur; Daniel Thorburn; Sune Karlsson; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Dynamic linear models; DLM; direct and indirect seasonal adjustment; relative efficiency; Huber loss function; Polls of polls; Wiener process; Swedish elections; Statistics; statistik;

   Sammanfattning : Dynamic Linear Models are a state space model framework based on the Kalman filter. We use this framework to do seasonal adjustments of empirical and artificial data. A simple model and an extended model based on Gibbs sampling are used and the results are compared with the results of a standard seasonal adjustment method. LÄS MER

4. 23. Option Pricing and Bayesian Learning

   Författare :Ola Jönsson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Bayesian learning; Volatility smile; Economics; Polya urn model; economic theory; econometrics; economic systems; Nationalekonomi; economic policy; Finansiering; Financial science;

   Sammanfattning : This thesis consists of three chapters devoted to both empirical and theoretical aspects of option pricing. The first chapter investigates the market for European options on the Swedish OMX index using daily data for the period 1993-2000. LÄS MER

5. 24. Information, Networks and Trust in the Global Economy - Essays on International Trade and Migration

   Författare :Andreas Hatzigeorgiou; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; International trade; migration; gravity model; trade costs; networks; information; trust; trade policy;

   Sammanfattning : This thesis investigates the role of migration in international trade within the framework of behind-the-border trade barriers and firm behavior. In addition to the introduction, which provides a context to the analysis, it consists of four essays. LÄS MER

7. 25. Power generation choice in the presence of environmental externalities

   Författare :Thomas Sundqvist; Luleå tekniska universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

   Sammanfattning : This dissertation consists of an introductory part and six self-contained papers, all related to the issue of power generation choice in the presence of environmental externalities. Paper 1 provides a critical survey of a large number of electricity externality studies carried out during the last decades, and discusses a number of conceptual, policy-related and, in some cases, unresolved questions in the economic valuation of electricity externalities. LÄS MER