Essays about: "Viktor Augustsson"

Found 3 essays containing the words Viktor Augustsson.

1. 1. Stock Market Misvaluation and Foreign Direct Investment in the USA - a Cointegrating Relationship

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Viktor Augustsson; Jonathan Ljungqvist; [2015]
   Keywords : Market Predictability; Fire-sale Hypothesis; Cointegration; Foreign Direct Investment; Misvaluation; Business and Economics;

   Abstract : The dynamics of misvaluation and Foreign Direct Investment (FDI) have long been debated in light of the efficient market hypothesis. Still, the existence of misvaluation in itself raises the eyebrows of economists as it would entail the possibility of cross-border arbitrage. READ MORE

3. 2. Evaluating Switching GARCH Volatility Forecasts During the Recent Financial Crisis

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Viktor Augustsson; [2014]
   Keywords : MRS-GARCH; Out of Sample Evaluation; DM Test; Bombay Sensex; Standard Poor s 500; Business and Economics;

   Abstract : Forecasting volatility is a fundamental topic in in both academic and applied financial economics. Different GARCH-specifications are by far the most popular model based approach used for this purpose. This thesis evaluates the forecast accuracy of some specific GARCH-models; GARCH, EGARCH, APGARCH and MRS-GARCH. READ MORE

4. 3. Variables Important for Bankruptcy Prediction - A Logit Binary Approach

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Viktor Augustsson; Oscar Taurell; [2013]
   Keywords : bankruptcy prediction; Z-score model; logit binary; maximum likelihood; Business and Economics;

   Abstract : The purpose of this bachelor thesis is to estimate our own bankruptcy prediction model using logit binary data. Our choice of variables is based on Altman’s Z-score model 1968. A comparison is then done between results in Altman and our findings. READ MORE