Sökning: "Peter Johansson"

Visar resultat 1 - 5 av 121 uppsatser innehållade orden Peter Johansson.

  1. 1. Volatility forecasting using the GARCH framework on the OMXS30 and MIB30 stock indices

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Peter Johansson; [2019-01-22]
    Nyckelord :Volatility forecasting; Random Walk; Moving Average; Exponentially Weighted Moving Average; GARCH; EGARCH; GJR-GARCH; APGARCH; volatility model valuation; regression; information criterion;

    Sammanfattning : There are many models on the market that claim to predict changes in financial assets as stocks on the Stockholm stock exchange (OMXS30) and the Milano stock exchange index (MIB30). Which of these models gives the best forecasts for further risk management purposes for the period 31st of October 2003 to 30th of December 2008? Is the GARCH framework more successful in forecasting volatility than more simple models as the Random Walk, Moving Average or the Exponentially Weighted Moving Average?The purpose of this study is to find and investigate different volatility forecasting models and especially GARCH models that have been developed during the years. LÄS MER

  2. 2. Value at Risk and Expected Shortfall risk measures using Extreme Value Theory

    Magister-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Peter Johansson; [2019-01-22]
    Nyckelord :Extreme Value Theory; Generalized Pareto Distribution; Point-Over-Threshold method; risk measures; Value at Risk; Expected Shortfall;

    Sammanfattning : Calculating risk measures as Value at Risk (VaR) and Expected Shortfall (ES) has become popular for institutions and agents in financial markets. A main drawback with these risk measures is that they traditionally assume a specific distribution, as the Normal distribution or the Student’s t distribution. LÄS MER

  3. 3. Vuxna personers upplevelser av att leva med kronisk njursvikt som behandlas med hemodialys: en litteraturstudie

    Kandidat-uppsats, Luleå tekniska universitet/Institutionen för hälsovetenskap; Luleå tekniska universitet/Institutionen för hälsovetenskap

    Författare :Peter Johansson; Victor Ehrensvärd; [2019]
    Nyckelord :Hemodialys; kronisk njursvikt; livserfarenhet; kvalitativ; omvårdnad;

    Sammanfattning : Att leva med kronisk njursvikt och vara beroende av hemodialys medför en betydande inverkan på livet. Hemodialysbehandling genomförs vanligen tre dagar per vecka året om. Behandlingen är en livsuppehållande åtgärd och är inte en oproblematisk ersättning för de skadade njurarna. LÄS MER

  4. 4. Journalistikens inträde på Facebook : den politiserade plattformen med dess engagerade användare och dess engagerande aktörer

    Kandidat-uppsats, Lunds universitet/Journalistik

    Författare :Jonatan Westerlind; Petrina Hinas Hondrokoukis; Sebastian Strand; [2019]
    Nyckelord :Social media; Politics; Journalism; Facebook; Interaction Rate; Engagement; Identity; Aftonbladet; Dagens Nyheter; Peter Dahlgren; Anders Johansson; Social Sciences;

    Sammanfattning : This thesis studies Marcus Oscarsson, Joakim Lamotte, Dagens Nyheter and Aftonbladet, some of the biggest journalistic actors on Facebook in Sweden, and what kind of political material from them that gets spread and engaged with on Facebook. The thesis also analyze the difference between the private actors Oscarsson and Lamotte and the traditional actors Dagens Nyheter and Aftonbladet and what type of engagement and interactions they get on their Facebook posts. LÄS MER

  5. 5. Buffer optimisation of a packaging line using Volvo GTO's flow simulation methodology

    Kandidat-uppsats, Högskolan i Skövde/Institutionen för ingenjörsvetenskap; Högskolan i Skövde/Institutionen för ingenjörsvetenskap

    Författare :Peter Wolak; Mattias Johansson; [2019]
    Nyckelord :simulation; optimisation; optimization; buffer; flow; Volvo GTO; Lean; production; manufacturing;

    Sammanfattning : With the rapid development of computers and their proven usability in manufacturing environments, simulation-based optimisation has become a recognised tool for proposing near-optimal results related to manufacturing system design and improvement. As a world-leading manufacturer within their field, Volvo GTO in Skövde, Sweden is constantly seeking internal development and has in recent years discovered the possibilities provided by flow simulation. LÄS MER