Sökning: "Stefan Emmoth"

Hittade 2 uppsatser innehållade orden Stefan Emmoth.

1. 1. Testing for Unit Root Processes for South American Countries

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

   Författare :Stefan Emmoth; Nicklas Nordfors; [2016-02-18]
   Nyckelord :;

   Sammanfattning : In this thesis, we aim to test the Purchasing Power Parity (PPP) hypothesis on data from ten di erent South American countries, using di erent statistical methods. We begin by testing the hypothesis using the standard linear tests augmented Dickey-Fuller and Phillips-Perron. LÄS MER

3. 2. Value-at-Risk and Expected Shortfall - Managing risk for an equity portfolio

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

   Författare :Stefan Emmoth; Sheida Palmelind; [2014-06-24]
   Nyckelord :;

   Sammanfattning : This thesis intends to examine a risk measure used for estimating a potential future loss. The risk measure Value-at-Risk, is widely used throughout the world of financial risk management. We will examine different approaches to computing Value-at-Risk for two equity portfolios, one univariate portfolio and one multivariate portfolio. LÄS MER