Sökning: "statistiska institutionen uu"

Visar resultat 1 - 5 av 358 uppsatser innehållade orden statistiska institutionen uu.

  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; 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. The performance of inverse probability of treatment weighting and propensity score matching for estimating marginal hazard ratios

    Master-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Jonatan Nåtman; [2019]
    Nyckelord :Monte Carlo simulations; propensity score; survival analysis; Cox model; censoring rate; sample size;

    Sammanfattning : Propensity score methods are increasingly being used to reduce the effect of measured confounders in observational research. In medicine, censored time-to-event data is common. LÄS MER

  3. 3. TREATMENT EXPECTATIONS AND THEIRIMPLICATIONS FOR LUMBAR FUSION SURGERY ON CHRONIC BACK PAIN

    Master-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Anna Warnqvist; [2019]
    Nyckelord :;

    Sammanfattning : .... LÄS MER

  4. 4. Social capital, environmental policy attitudes and the mediating role of climate change beliefs

    M1-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Robin Saberi Nasseri; [2019]
    Nyckelord :social trust; generalized trust; social networks; civic participation; latent variable modeling; structural equation modeling;

    Sammanfattning : In order to combat the potential threats of climate change, effective policy setting and implementation is crucial. A variable which has been shown to have significant explanatory power on the success of different public policy areas is social capital; a multidimensional concept encompassing social relationships and norms ability to mobilize and facilitate common goals. LÄS MER

  5. 5. A comparison of multivariate GARCH models with respect to Value at Risk

    Master-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Victor Boman; [2019]
    Nyckelord :multivariate GARCH; Value at Risk; forecasting; conditional correlation;

    Sammanfattning : Since the introduction univariate GARCH models number of available models have grown rapidly and has been extended to the multivariate area. This paper compares three different multivariate GARCH models and they are evaluated using out of sample Value at Risk of dif- ferent portfolios. LÄS MER