Essays about: "Christofer Nordström"

Found 2 essays containing the words Christofer Nordström.

  1. 1. DCC-GARCH Estimation

    University essay from KTH/Matematik (Avd.)

    Author : Christofer Nordström; [2021]
    Keywords : Multivariate GARCH; DCC-GARCH; Conditional Correlation; Forecasting; Flerdimensionella GARCH-modeller; DCC-GARCH; Betingad Korrelation; Prognoser;

    Abstract : When modelling more that one asset, it is desirable to apply multivariate modeling to capture the co-movements of the underlying assets. The GARCH models has been proven to be successful when it comes to volatility forecast- ing. READ MORE

  3. 2. Implementing Lean Manufacturing in India : A Case Study

    University essay from KTH/Industriell produktion

    Author : Karl Essunger; Christofer Nordström; [2016]
    Keywords : ;

    Abstract : Lean manufacturing tools and principles are commonly applied in many different types of organizations around the globe. However, it is not that common in less developed countries, particularly not in the smaller organizations. READ MORE