Sökning: "Financial Time Series"
Visar resultat 1 - 5 av 112 uppsatser innehållade orden Financial Time Series.
- Master-uppsats, KTH/Matematisk statistik
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
- Master-uppsats, Lunds universitet/Institutionen för elektro- och informationsteknik
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. Savings and Low Interest Rates – Can Low Interest Rate Environments Change the Effects of Determinants of Savings?Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen
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
- Master-uppsats, KTH/Hållbar utveckling, miljövetenskap och teknik
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
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
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