Sökning: "Arch"
Visar resultat 1 - 5 av 152 uppsatser innehållade ordet Arch.
1. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging
Kandidat-uppsats, Umeå universitet/FöretagsekonomiSammanfattning : Purpose: This thesis investigates the relationship concerning traditional safe haven assets, gold and US 10-year treasury bonds during periods of market instability, specifically during the economic concerns raised by the COVID-19 pandemic. It assesses the hedging and safe haven properties of these assets and their dynamic nature throughout two periods of unconventional monetary and fiscal policy measures by the Federal Reserve & US Congress respectively. LÄS MER
2. Belöningssystem Och Motivation I Små- Och Medelstora Redovisningsbyråer I Sverige : En kvalitativ studie om användningen av belöningssystem och dess påverkan på anställdas motivation och nöjdhet
Kandidat-uppsats, Linnéuniversitetet/Institutionen för management (MAN)Sammanfattning : Background and problеms: In thе accounting industry, charactеrizеd by intеnsivе workloads and high dеmands, small and mеdium-sizеd firms facе thе challеngе of compеting for a limitеd pool of qualifiеd workforcе. Simultanеously, thеy must navigatе rеsourcе constraints whilе maintaining еfficiеncy and quality in thеir opеrations. LÄS MER
3. Value at Risk Estimation using GARCH Family Models: A Comparison of Different Specifications and Distributions.
Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : The objective of this study is to compare the performance of different GARCH models, under various conditional distribution assumptions, to predict one-day-ahead Value-at-Risk (VaR) for three stocks: Swedbank, Handelsbanken, and SEB over the Covid-19 period. The performance is evaluated using Kupiec, Christoffersen tests and the Quadratic Loss. LÄS MER
4. Volatility Modelling in the Swedish and US Fixed Income Market : A comparative study of GARCH, ARCH, E-GARCH and GJR-GARCH Models on Government Bonds
Kandidat-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenSammanfattning : Volatility is an important variable in financial markets, risk management and making investment decisions. Different volatility models are beneficial tools to use when predicting future volatility. The purpose of this study is to compare the accuracy of various volatility models, including ARCH, GARCH and extensions of the GARCH framework. LÄS MER
5. Understanding European Natural Gas Market Dynamics : An ARCH Analysis of the Relationship Between Natural Gas Prices and Imports
Kandidat-uppsats,Sammanfattning : This thesis analyses the relationship between month-ahead natural gas prices and imports into Europe against the backdrop of the 2022 Russian gas curtailment and gas price spike. Employing an ARCH model, the analysis focuses on the consortium of five major European consumers of natural gas: Italy, Germany, the Netherlands, the United Kingdom, and France. LÄS MER