Sökning: "Financial Time Series"

Visar resultat 1 - 5 av 112 uppsatser innehållade orden Financial Time Series.

  1. 1. Forecasting High Yield Corporate Bond Industry Excess Return

    Master-uppsats, KTH/Matematisk statistik

    Författare :Carlos Junior Lopez Vydrin; [2018]
    Nyckelord :;

    Sammanfattning : In this thesis, we apply unsupervised and supervised statistical learning methods on the high-yield corporate bond market with the goal of predicting its future excess return. We analyse the excess return of industry based indices of high-yield corporate bonds belonging to the Chemical, Metals, Paper, Building Materials, Packaging, Telecom, and Electric Utility industry. LÄS MER

  2. 2. An Application of the Continuous Wavelet Transform to Financial Time Series

    Master-uppsats, Lunds universitet/Institutionen för elektro- och informationsteknik

    Författare :Klas Eliasson; [2018]
    Nyckelord :Wavelets; Continuous Wavelet Transform; CWT; Financial Time Series; Currency Trading; Technology and Engineering;

    Sammanfattning : Wavelet theory, which shares fundamental concepts with windowed Fourier analysis, introduces the notion of scale in an effort to aid in joint time-frequency analysis. Having century-old roots, much of the essential research on the subject of wavelets was conducted during the 1970s and 1980s. LÄS MER

  3. 3. Savings and Low Interest Rates – Can Low Interest Rate Environments Change the Effects of Determinants of Savings?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Nils Billgert; [2018]
    Nyckelord :interest; savings; substitution; income; wealth; Business and Economics;

    Sammanfattning : This thesis examines the effects of a low real interest rate environment on household savings. It specifically analyses whether there can be an increased importance of the income effect relative to the intertemporal consumption substitution effect and whether there can be an increased potency in the wealth effect of the stock market due to the financial assets substitution effect in this environment. LÄS MER

  4. 4. Valorising Organic Waste using the Black Soldier Fly (Hermetia illucens), in Ghana

    Master-uppsats, KTH/Hållbar utveckling, miljövetenskap och teknik

    Författare :Gabrielle Joly; [2018]
    Nyckelord :Review; case studies; food waste; faecal sludge; co-digestion; low-tech system; cost-benefit analysis CBA ; Etat de l’art; études de cas; déchets alimentaires; boues de vidange; co-traitement; système low-tech; analyse coûts-bénéfices; Granskning; fallstudier; livsmedelsavfall; fekalslam; sambehandling; lågteknologiskt system; kostnads-nyttoanalys;

    Sammanfattning : Ghana as a rapidly growing and urbanizing middle-income country is facing a number of challenges, including (1) implementing a sanitary, environmental-friendly, and economically-sound waste management system; (2) increasing its agricultural productivity in a sustainable way to meet the growing domestic food demand; and (3) providing livelihood opportunities in both rural and urban areas. Using the black soldier fly (BSF), a particularly beneficial insect, to locally and cost-effectively valorise abundant, high-impacting, and nutrient rich organic waste streams, such as food waste (FW) and faecal sludge (FS), into affordable and sustainable farming inputs like organic fertilizer and animal feed products, could tackle all these challenges at the same time. LÄS MER

  5. 5. CATASTROPHE BONDS - An investment analysis of their performance and diversification benefits


    Författare :Viktor Karlsson; Emelie Karnebäck; [2017-07-03]
    Nyckelord :;

    Sammanfattning : This thesis employs total return indices to investigate if catastrophe bonds are zero-beta assets and how they have performed compared to other assets. We conduct time series regressions and conclude that catastrophe bond returns are correlated with both the return of the equity- and the high yield corporate bond market during the subprime financial crisis, but find no significant correlation after the crisis. LÄS MER


Få ett mail när det kommer in nya uppsatser på ämnet Financial Time Series.

Din email-adress: