Essays about: "model ekonometri"

Showing result 1 - 5 of 121 essays containing the words model ekonometri.

  1. 1. Statistical Modelling of Price Difference Durations Between Limit Order Books: Applications in Smart Order Routing

    University essay from KTH/Matematisk statistik

    Author : Hannes Backe; David Rydberg; [2023]
    Keywords : Smart Order Routing; Market Microstructure; Statistical Modelling; Survival Analysis; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest; Smart Order Routing; Marknadsmikrostruktur; Statistisk Modellering; Överlevnadsanalys; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest;

    Abstract : The modern electronic financial market is composed of a large amount of actors. With the surge in algorithmic trading some of these actors collectively behave in increasingly complex ways. Historically, academic research related to financial markets has been focused on areas such as asset pricing, portfolio management and financial econometrics. READ MORE

  3. 2. Environmental regulation in the Swedish pulp and paper industry : An econometric analysis of the effectiveness of performance standards

    University essay from Luleå tekniska universitet/Institutionen för ekonomi, teknik och samhälle

    Author : Timmy Sundin; [2017]
    Keywords : Environmental regulation; performance standards; Swedish pulp and paper industry; fixed-effect regression; compliance period; econometric; Miljöreglering; gränsvärden; svenska massa- och pappersindustrin; ekonometri; anpassningsperiod;

    Abstract : The purpose of this study is to analyze the effectiveness of environmental regulations for water-borne emissions in the Swedish pulp and paper industry. Furthermore, the study intends to analyze if there are differences in the effectiveness before and after the restructuring of the Swedish regulatory procedures in 1999. READ MORE

  4. 3. Modeling credit risk for an SME loan portfolio: An Error Correction Model approach

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Jonathan Lindgren; [2017]
    Keywords : Error Correction Model; Credit risk; Risk management; Regression; Econometrics; Mathematical analysis; Probability of Default; Loss Given Default; Finance; Mathematical modeling; Kreditrisk; Risk hantering; Finans; Ekonometri; Matematisk modellering; Sannolikhet för Fallissemang; Förlust givet Fallissemang;

    Abstract : Sedan den globala finanskrisen 2008 har flera stora regelverk införts för att säkerställa att banker hanterar risker på sunt sätt. Bland dessa regelverk är Basel II som infört kapitalkrav för kreditrisk som baseras på Sannolikhet för Fallissemang och Förlust Givet Fallissemang. READ MORE

  5. 4. The impact of climate change on agriculture in the Republic of Mauritius : a socio-econometric study on Mauritian farming

    University essay from SLU/Dept. of Economics

    Author : Madeleine Jönsson; [2011]
    Keywords : econometrics; socio-economic survey; SWOT-analysis; statistical significance; ANOVA-testing; food crops; agriculture; Mauritius; Ricardian modelling;

    Abstract : "Food security is a situation that exists when all people, at all times, have physical and economic access to sufficient, safe and nutritious food that meets their dietary needs and food preferences for an active and healthy life" (FAO Summit, 2003, pp. 28). READ MORE

  6. 5. Option Hedging with Transaction Costs

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Sonja Luoma; [2010]
    Keywords : transaction costs; Black-Scholes; Geometric Brownian Motion; Option Hedging; Monte-Carlo Simulations; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : This thesis explores how transaction costs affect the optimality of hedging when using Black-Scholes option pricing model. Further, a number of models developed to improve the hedging results of Black-Scholes, when accounting for transaction costs, are analysed and compared. READ MORE