Sökning: "Financial Time Series"
Visar resultat 1 - 5 av 141 uppsatser innehållade orden Financial Time Series.
- Kandidat-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik
Sammanfattning : In thesis within Industrial Economics and Applied Mathematics in cooperation with Svenska Handelsbanken given transformations was examined in order to assess their ability to make a given time series stationary. In addition, a parameter α belonging to each of the transformation formulas was to be decided. LÄS MER
- Kandidat-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation
Sammanfattning : Stochastic volatility models have become essential for financial modelling and forecasting. The present thesis works with a two-factor stochastic volatility model that is reduced to four parameters. LÄS MER
- Master-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik
Sammanfattning : The interest in modeling non-maturing deposits has skyrocketed ever since thefinancial crisis 2008. Not only from a regulatory and legislative perspective,but also from an investment and funding perspective.Modeling of non-maturing deposits is a very broad subject. LÄS MER
- Kandidat-uppsats, Uppsala universitet/Statistiska institutionen; Uppsala universitet/Statistiska institutionen
Sammanfattning : In the financial industry, it has been increasingly popular to measure risk. One of the most common quantitative measures for assessing risk is Value-at-Risk (VaR). VaR helps to measure extreme risks that an investor is exposed to. LÄS MER
- Master-uppsats, KTH/Matematisk statistik
Sammanfattning : Society depends on unbiased, efficient and replicable measurement tools to tell us more truthfully what is happening when our senses would otherwise fool us. A new approach is made to consistently detect the start and end of historic recessions as defined by the US Federal Reserve. LÄS MER