Sökning: "Goodness of fit test"

Visar resultat 1 - 5 av 40 uppsatser innehållade orden Goodness of fit test.

  1. 1. Forecasting Volatility of Ether- An empirical evaluation of volatility models and their capacity to forecast one-day-ahead volatility of Ether

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Johannes Marmdal; Adam Törnqvist; [2023-06-29]
    Nyckelord :Forecast; Volatility; Ether; GARCH; EWMA; SMA;

    Sammanfattning : This study evaluates the performance of volatility models in forecasting one-day-ahead volatility of the cryptocurrency Ether. The selected models are: GARCH, EGARCH, GJR-GARCH, SMA9, SMA20, and EWMA. We investigate both in-sample performance and out-of-sample performance. LÄS MER

  3. 2. Swedish National Team selections in ice hockey : A retrospective study

    Master-uppsats, Gymnastik- och idrottshögskolan, GIH/Institutionen för fysisk aktivitet och hälsa

    Författare :Oscar Eriksson; [2023]
    Nyckelord :Talent selection; National team selection; Relative age effect; RAE; Ice Hockey;

    Sammanfattning : Countries invest a large amount of money in talent development and talent identification. The Swedish ice hockey federation is reorganizing and evaluating the national team selection system. Relative age effect (RAE) refers to a selection bias when relatively older athletes get selected because maturity can be mistaken for talent. LÄS MER

  4. 3. Pricing and Modeling Heavy Tailed Reinsurance Treaties - A Pricing Application to Risk XL Contracts

    Master-uppsats, KTH/Matematisk statistik

    Författare :Ormia Abdullah Mohamad; Anna Westin; [2023]
    Nyckelord :Reinsurance; Extreme Value Theory; POT-model; Hill estimator; Risk XL contracts; Generalized Pareto distribution; Method of Moments.; Återförsäkring; Extremevärdesteori; POT-modellen; Hill estimatorn; Risk XL kontrakt; generella Paretofördelningen; Momentmetoden.;

    Sammanfattning : To estimate the risk of a loss occurring for insurance takers is a difficult task in the insurance industry. It is an even more difficult task to price the risk for reinsurance companies which insures the primary insurers. LÄS MER

  5. 4. Den oskrivna regelboken - En analys av sociala normer och grupptillhörighet bland Lunds studenter

    Kandidat-uppsats, Lunds universitet/Institutionen för psykologi

    Författare :My Lundqvist; Cecilia Dahlberg; Sofia Sjögren; [2023]
    Nyckelord :Grupptillhörighet; sociala normer; alkoholkultur; sexuella övergrepp; group affiliation; social norms; alcohol consumption; sexual assault; Social Sciences;

    Sammanfattning : Denna studie syftade till att undersöka studenters attityder kring grupptillhörighet och sociala normer inom studiesociala sammanhang i Lund. Tre huvudområden identifierades för att studera fenomenet närmare: alkoholens betydelse, det sociala sammanhanget och sexuella övergrepp. LÄS MER

  7. 5. Copula approach to fitting bivariate time series

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Jun Wang; [2023]
    Nyckelord :VaR; Copula; ARMA-GARCH; Extreme Value Theory; GPD; Hill estimator; Mathematics and Statistics;

    Sammanfattning : We apply the GARCH-copula method to estimate Value at Risk (VaR) for European and Stockholm stock indices. First, marginal distributions are estimated by the ARMA-GARCH model with normal, Student-t, and skewed t distributions. LÄS MER