Sökning: "Time-varying correlation"

Visar resultat 1 - 5 av 23 uppsatser innehållade orden Time-varying correlation.

1. 1. The Time-Varying Correlation between Regional Home Prices and The Impact of Central Bank Balance Sheet Policies on Home Prices : A Graphical Descriptive Statistics Approach on The US Housing Market

   Master-uppsats, KTH/Fastighetsföretagande och finansiella system

   Författare :Claudia Patricia Moros Martinez; [2023]
   Nyckelord :Quantitative easing; Quantitative tapering; Quantitative Research; Stock Prices; Real Estate; Central Banks; Federal Reserve; COVID-19; Kvantitativa lättnader; Kvantitativ nedtrappning; Kvantitativ forskning; Aktiekurser; Fastigheter; Centralbanker; Federal Reserve; COVID-19;

   Sammanfattning : There has been a growing interest in economic policies and their impact within a country among the real estate economics research community in recent years. After the economic crisis of 2008, an unconventional monetary policy was created, and it has been called quantitative easing (QE), an instrument of economic policy applied through central banks to boost the economy in periods when conventional monetary policy is not satisfactory. LÄS MER

3. 2. Channel Estimation and Power Control Algorithms in the Presence of Channel Aging

   Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Författare :Yan Bixing; [2023]
   Nyckelord :Fading channel; auto-regressive model; power allocation; uncrewed aerial vehicle networks; Fading kanal; auto-regressiv modell; krafttilldelning; obemannade flygfordonsnätverk;

   Sammanfattning : Power allocation algorithms that determine how much power should be allocated to pilot and data symbols play an important role in addressing the trade-off between accurate channel estimation and high high spectral efficiency for data symbols in the presence of time-varying fading channels. Dealing with this trade-off is highly non-trivial when the channel changes or ages rapidly in time. LÄS MER

4. 3. The search for safe haven assets in the time of a global pandemic

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Katja Rasic; [2022]
   Nyckelord :Volatility spillover; diagonal BEKK-GARCH; global pandemic; safe haven; Business and Economics;

   Sammanfattning : The global pandemic has initially negatively influenced the financial markets all over the world. As a consequence, the volatility in the stock markets increased and investors have experienced great monetary losses. LÄS MER

5. 4. On the Value at Risk Forecasting of the Market Risk for Large Portfolios based on Dynamic Factor Models with Multivariate GARCH Specifications

   Master-uppsats, Uppsala universitet/Statistiska institutionen

   Författare :Axel Eurenius Larsson; [2022]
   Nyckelord :Dynamic factor model; Value at Risk; Forecasting; Conditional Correlation GARCH.;

   Sammanfattning : Market risk is the risk of capital loss due to unexpected changes in market prices. One risk measure used to estimate market risk is Value at Risk (VaR). The common historical simulation methodology of VaR forecasting usually does not capture the time-varying volatilities associated with financial data. LÄS MER

7. 5. Extraction of Loudspeaker- and room impulse responses under overlapping conditions

   Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Signaler och system

   Författare :Felix Gustafsson; [2022]
   Nyckelord :Signal processing; Optimization; Acoustics; Dereverberation; Sparse deconvolution; Multipath propagation;

   Sammanfattning : A loudspeaker is often considered to be a Linear Time Invariant (LTI) system, which can be completely categorized by its impulse response. What sets loudspeakers apart from other LTI-systems is the acoustical aspect including echoes, which makes it a lot harder to take accurate noise free measurements compared to other LTI-systems such as a simple RC circuit. LÄS MER