Sökning: "Goodness-of-fit test"
Visar resultat 1 - 5 av 40 uppsatser innehållade orden Goodness-of-fit test.
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 SchoolSammanfattning : 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
2. Swedish National Team selections in ice hockey : A retrospective study
Master-uppsats, Gymnastik- och idrottshögskolan, GIH/Institutionen för fysisk aktivitet och hälsaSammanfattning : 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
3. Pricing and Modeling Heavy Tailed Reinsurance Treaties - A Pricing Application to Risk XL Contracts
Master-uppsats, KTH/Matematisk statistikSammanfattning : 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
4. Den oskrivna regelboken - En analys av sociala normer och grupptillhörighet bland Lunds studenter
Kandidat-uppsats, Lunds universitet/Institutionen för psykologiSammanfattning : 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
5. Copula approach to fitting bivariate time series
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : 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