Sökning: "Financial Time Series"

Visar resultat 1 - 5 av 121 uppsatser innehållade orden Financial Time Series.

  1. 1. Diversification possibilities in the Swedish financial markets - A correlation analysis of the returns of stock, bonds and real estate

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Navid Haddad; Jacob Wergeland; [2018-07-09]
    Nyckelord :;

    Sammanfattning : The purpose of this study is to analyse the risk-adjusted returns of Swedish stocks, Swedish fixed income gov.- bonds and real estate return over the last 8 years in combination with the time-varying aspects of the correlation between the asset classes. The method used is a time-series analysis of OMXS30, SWEGOVT115, and SX8600PI. LÄS MER

  2. 2. Skuldkvotens utveckling i Sverige - En tidsserieanalys av hur BNP, huspriser och realräntan har drivit de svenska hushållens skuldkvot

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Arvid Lodén; Kajsa Amnebjer; [2018]
    Nyckelord :household debt; housing market; real interest rate; GDP; policy actions; Business and Economics;

    Sammanfattning : The debt-to-income ratio in Sweden has the last year reached an alarming high level after years of a continuously upgoing trend. Hence, it is frequently discussed between institutions, governmental authorities and media. LÄS MER

  3. 3. 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

  4. 4. 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

  5. 5. Linkage between FinTech and Traditional Financial Sector in U.S. : Comparative Study during and after Global Financial Crisis

    Magister-uppsats, Högskolan i Jönköping/IHH, Företagsekonomi; Högskolan i Jönköping/IHH, Företagsekonomi

    Författare :Chunyan Chen; Ziyi Zhang; [2018]
    Nyckelord :Fintech; Traditional financial sector; Granger causality; Toda Yamamoto; linkage;

    Sammanfattning : Background: In 2008, the financial crisis led to the deterioration of the global economy. The financial industry suffered severe setbacks. On the one hand, regulators strengthened their supervision over financial institutions and raised capital requirements. On the other hand, publics’ confidence in financial institutions declined. LÄS MER


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

Din email-adress: