Avancerad sökning

Hittade 2 uppsatser som matchar ovanstående sökkriterier.

  1. 1. A STUDY ON THE DCC-GARCH MODEL’S FORECASTING ABILITY WITH VALUE-AT-RISK APPLICATIONS ON THE SCANDINAVIAN FOREIGN EXCHANGE MARKET

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Tim Andersson-Säll; Johan Lindskog; [2019]
    Nyckelord :Multivariate GARCH; Conditional Correlations; Forecasting; Time-varying covariance matrices; Exchange rate returns; Variance-Covariance matrix;

    Sammanfattning : This thesis has treated the subject of DCC-GARCH model’s forecasting ability and Value-at- Risk applications on the Scandinavian foreign exchange market. The estimated models were based on daily opening foreign exchange spot rates in the period of 2004-2013, which captured the information in the financial crisis of 2008 and Eurozone crisis in the early 2010s. LÄS MER

  2. 2. Välkommen till Kanarieöarna. Våldsam skillnadspolitik i bemötandet av turister och båtflyktingar

    Kandidat-uppsats, Malmö högskola/Fakulteten för kultur och samhälle (KS)

    Författare :Hanna Lindskog; [2009]
    Nyckelord :skillnadspolitik; båtflyktingar; turister; Kanarieöarna; uteslutning; uppdelning; våld; Galtung;

    Sammanfattning : This is a qualitative case study about tourists and boat migrants in movement to and in place on the Canary Islands, Spain. The aim is to study how these two groups of guests are treated differently, either as guests or strangers, based on how they move, illegally or legally, where they come from and where they have rights to go. LÄS MER