Sökning: "Christofer Nordström"

Hittade 2 uppsatser innehållade orden Christofer Nordström.

  1. 1. DCC-GARCH Estimation

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Christofer Nordström; [2021]
    Nyckelord :Multivariate GARCH; DCC-GARCH; Conditional Correlation; Forecasting; Flerdimensionella GARCH-modeller; DCC-GARCH; Betingad Korrelation; Prognoser;

    Sammanfattning : When modelling more that one asset, it is desirable to apply multivariate modeling to capture the co-movements of the underlying assets. The GARCH models has been proven to be successful when it comes to volatility forecast- ing. LÄS MER

  3. 2. Implementing Lean Manufacturing in India : A Case Study

    Kandidat-uppsats, KTH/Industriell produktion

    Författare :Karl Essunger; Christofer Nordström; [2016]
    Nyckelord :;

    Sammanfattning : Lean manufacturing tools and principles are commonly applied in many different types of organizations around the globe. However, it is not that common in less developed countries, particularly not in the smaller organizations. LÄS MER