Sökning: "varians"

Visar resultat 1 - 5 av 27 avhandlingar innehållade ordet varians.

  1. 1. Essays on Financial Markets

    Detta är en avhandling från Department of Economics, Lund Universtiy

    Författare :Hans Byström; [2000]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Electricity Futures; Option Pricing; Compass Rose; Covariance Matrix; Chaos; Stochastic Volatility; Financial Markets; GARCH; Financial science; Finansiering;

    Sammanfattning : This thesis consists of five empirical essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. LÄS MER

  2. 2. Portfolio Selection and the Analysis of Risk and Time Diversification

    Detta är en avhandling från Department of Economics, Lund Universtiy

    Författare :Mattias Persson; [2001]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic policy; economic systems; economic theory; econometrics; Economics; Lower Partial Moment; Portfolio Selection; Parameter Uncertainty; Time Diversification; Bootstrap; Downside Risk; Estimation Risk; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering;

    Sammanfattning : This thesis is devoted to the analysis of three important issues in financial economics in general and portfolio selection in particular: the risk measure, estimation risk and time diversification. Besides a short introductory chapter the thesis consists of four empirical essays. LÄS MER

  3. 3. Essays on Risk in International Financial Markets

    Detta är en avhandling från Department of Economics, Lund Universtiy

    Författare :Ola Larsson; [2007]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; volatility; Value at Risk; copulas; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering;

    Sammanfattning : This thesis deals with techniques to model risk in financial markets and consists of four separate essays. The thesis begins with an introduction in chapter one, while chapter two to chapter five contains the four essays. The first essay examines the implication of using various risk measures for portfolio selection. LÄS MER

  4. 4. Characterization and Correction of Analog-to-Digital Converters

    Detta är en avhandling från Stockholm : KTH

    Författare :Henrik Lundin; Peter Händel; Mikael Skoglund; Paolo Carbone; [2005]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; analog-to-digital converter; ADC; correction; post-correction; look-up table; characterization; calibration; TECHNOLOGY Information technology Signal processing; TEKNIKVETENSKAP Informationsteknik Signalbehandling;

    Sammanfattning : Denna avhandling behandlar analog-digitalomvandling. I synnerhet behandlas postkorrektion av analog-digitalomvandlare (A/D-omvandlare). A/D-omvandlare är i praktiken behäftade med vissa fel som i sin tur ger upphov till distorsion i omvandlarens utsignal. LÄS MER

  5. 5. Filtering and Wavelet Regression Methods with Application to Exercise ECG

    Detta är en avhandling från Department of Mathematical Statistics, Lund University

    Författare :Stefan Peterson; [1996]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; aktuariematematik; programmering; operationsanalys; Statistik; actuarial mathematics; programming; operations research; Statistics; Model Selection; Robust Estimation; Haar Wavelets; Wavelets; Time Series Analysis; Exercise ECG; Kalman Filter;

    Sammanfattning : The analysis of the recorded electrical activity of the heart during an exercise test is a valuable method for investigating a patient's circulatory and respiratory system. But the disturbances that occurr during a test often make it difficult to interpret the signal in order to detect changes evoked by the increased workload and related to for instance coronary artery diseases. LÄS MER