Sökning: "qq-plot"

Hittade 2 uppsatser innehållade ordet qq-plot.

  1. 1. "Behöver befolkningen vara frisk för att landet ska få ekonomisk tillväxt?" : En tvärsnittsstudie om hälsans effekt på ekonomisk tillväxt i världens minst utvecklade länder

    Kandidat-uppsats, Södertörns högskola/Nationalekonomi

    Författare :Mathilda Ljung; Matilda Lund; [2017]
    Nyckelord :Endogenous growth theory; health; economic growth; health economy; least developed countries; Endogen tillväxtteori; hälsa; ekonomisk tillväxt; hälsoekonomi; minst utvecklade länder;

    Sammanfattning : Health has long been referred to as a contributing development factor for economic growth, and health investments have been implemented as a strategy for achieving economic development. However, several countries have reached economic growth before improving health status, which raises questions of the significance of public health related to economic growth. LÄS MER

  3. 2. A Multi-Factor Stock Market Model with Regime-Switches, Student's T Margins, and Copula Dependencies

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Adnan Berberovic; Alexander Eriksson; [2017]
    Nyckelord :finance; statistics; stock market; stocks; factor; factors; probability; probability distribution; students t distrbution; students t; copula; markov chain; hidden markov model; regime switching; stochastic programming; optimisation; optimization; multi factor model; arbitrage pricing theory; return; performance; back test; expectation maximisation; expectation maximization; multiple linear regression; stochastic process; primal-dual interior point; qq-plot; qq plot; excess return; market regimes; bear market; bull market; market index; index;

    Sammanfattning : Investors constantly seek information that provides an edge over the market. One of the conventional methods is to find factors which can predict asset returns. In this study we improve the Fama and French Five-Factor model with Regime-Switches, student's t distributions and copula dependencies. LÄS MER