Sökning: "Leptokurtic"
Visar resultat 1 - 5 av 13 uppsatser innehållade ordet Leptokurtic.
1. Perceived Organizational Support, Work Engagement, and Intention to Stay Among Temporary Agency Workers
Master-uppsats, Lunds universitet/Institutionen för psykologiSammanfattning : The use of temporary agency workers (TAWs) has grown over the years, and previous research shows that TAWs do not always have time to create interpersonal relationships, experience unequal work tasks, and perceive a lack of social support within the organization. Hence, this study aimed to investigate to what extent perceived organizational support (POS) from the client organization and the perception of equal work correlates with TAWs work engagement, and furthermore to what extent these factors correlate with their intention to stay. LÄS MER
2. GARCH models applied on Swedish Stock Exchange Indices
Kandidat-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : 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
3. A simple model of volatility in financial data - An alternative to GARCH models
Magister-uppsats, Lunds universitet/Statistiska institutionenSammanfattning : Financial return series are often characterized by volatility clusters and a leptokurtic distribution. Many models that account for these properties exist, with the GARCH model proposed by Bollerslev (1986) being the most popular. This thesis explores an alternative model to capture the stochastic volatility in financial time series. LÄS MER
4. Are GARCH Models Appropriate for Analysing Volatility Structures in Fundamental Valuations of the OMXS30?
Kandidat-uppsats, Lunds universitet/Statistiska institutionenSammanfattning : This thesis investigates the volatility structures found in forward-looking fundamental valuations of the Swedish stock index OMXS30. The evaluated data constitutes daily observations of P/E ratios based on twelve months earnings estimates during the period 2009-01-02 until 2018-10-18. LÄS MER
5. Investing in Sustainable Stocks - An Empirical Evaluation of Large Public Companies in Sweden
Kandidat-uppsats,Sammanfattning : This thesis investigates if investing in a sustainable index yields higher risk-adjusted returns than investing in an ordinary index. Return data from the Swedish stock index OMXS30 was collected, spanning the period 2006-2017. LÄS MER