Sökning: "Total volatility"

Visar resultat 21 - 25 av 92 uppsatser innehållade orden Total volatility.

  1. 21. Hints of Sustainable Development in the Philippines: Genuine Savings 1902-2018

    Master-uppsats, Lunds universitet/Ekonomisk-historiska institutionen

    Författare :Mary Lerma Ann Limjoco; [2021]
    Nyckelord :Economic History; Environment; Development; Green Growth; Sustainability; Genuine Savings; Adjusted Net Savings; Philippines; Sustainable Development; Business and Economics;

    Sammanfattning : The Philippines is one of the most affected countries by climate change. Income levels do not say much about its national wealth as it leaves out depreciation and excludes other necessary types of capital but are still mainly used to report a country’s economic standing regardless of its sustainability. LÄS MER

  3. 22. Chasing Your Own Tail: The Market Stability Impact of Leveraged and Inverse Exchange-Traded Funds

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Gustaf Gustafsson; Sebastian Gerell; [2020]
    Nyckelord :Leveraged ETFs; Financial Stability; Market Microstructure Invariance; Price Impact; Sweden;

    Sammanfattning : This thesis explores the market stability impact of the positive feedback mechanism of leveraged and inverse exchange-traded funds' (LETFs) rebalancing trades. We explore potential market stability effects by analysing intraday minute-by-minute data for underlying stocks in the OMXS30 and aggregate rebalancing flows for LETFs tracking the index. LÄS MER

  4. 23. Reduction of Common Operations in a Neural Network

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

    Författare :Erik Skogetun; [2020]
    Nyckelord :;

    Sammanfattning : Machine learning models are becoming increasingly complex, and particularly artificial neural networks. Meanwhile, solutions are moving closer towards the edge with implementations on devices such as smartphones, TVs and cameras. This creates a demand for efficient models that perform well despite restricted computational resources. LÄS MER

  5. 24. Kan växelkursen ge exporten en skjuts? : En studie om växelkursens påverkan på svensk export

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Lars Winnansson; Jens Lepikko; [2020]
    Nyckelord :Exchange-rate; ARDL; Volatility; Export; Exchange-rate fluctuations; ECM; Växelkurs; ARDL; Volatilitet; Export; Kronindex; Växelkursfluktuationer; ECM;

    Sammanfattning : Denna studie syftar till att undersöka om växelkursen har en påverkan på svensk varuexport och om effekten skiljer sig med avseende på varugrupp. För att uppnå syftet används en ARDL-Approach som skattas med hjälp av tidsseriedata från 32 viktiga handelspartners och 10 viktiga varugrupper under perioden januari 1995 till december 2019. LÄS MER

  7. 25. Environmental, Social and Governance-Ratings and Risk in Sweden

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Fredrika Engström; Sanna Martinsson; [2020]
    Nyckelord :Corporate Social Responsibility; ESG-rating; Volatility; Beta; Idiosyncratic Risk; Sweden; Utility Theory; Modern Portfolio Theory; Stakeholder Theory;

    Sammanfattning : Sustainability and Corporate Social Responsibility (CSR) are increasingly important subjects in today's society. To measure a company's Corporate Social Performance (CSP); the ESG-rating has been developed throughout the years. LÄS MER