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Showing result 1 - 5 of 12 essays matching the above criteria.

  1. 1. Risk measurement of cryptocurrencies using value at risk and expected shortfall

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Van Cao Thi Hong; [2022]
    Keywords : cryptocurrencies; value at risk; expected shortfall; risk measurement; parametric methods; non-parametric methods; EWMA; GARCH; EGARCH; GJRGARCH; backtesting; Business and Economics;

    Abstract : Cryptocurrencies are highly volatile and risky assets, therefore, it is of vital importance to find an appropriate model for risk measurement. This thesis compares three parametric and three non-parametric estimation methods to estimate the value at risk and the expected shortfall of five cryptocurrencies, namely Bitcoin (BTC), Ethereum (ETH), Binance coin (BNB), Ripple coin (XRP), and Cardano (ADA). READ MORE

  2. 2. Theoretical study of anisotropic effects in crystal growth on the example of concrete and calcium oxalate monohydrate

    University essay from Lunds universitet/Kemiska institutionen

    Author : Vilhelm Ekberg; [2019]
    Keywords : anisotropic crystal growth; COM; C-S-H; PM6; ReaxFF$_{ textrm{SiO}}$; organizing molecular matter; nanochemistry; nanokemi; Chemistry;

    Abstract : While many crystals, both natural and artificial, grow isotropically, there are examples of crystals growing anisotropically. The aim of this theoretical study was to confirm the growth modes displayed by three different crystals, representing 3D, 2D and 1D structures. READ MORE

  3. 3. In the eye of the storm : a gendered study on climate change adaptation in small-scale farming in Thái Bình, Vietnam

    University essay from Lunds universitet/LUCSUS

    Author : Josephine Ylipää; [2018]
    Keywords : gender; climate change adaptation; livelihoods; policy; sustainability science; Vietnam; Social Sciences;

    Abstract : Vietnam is one of the countries in the world that is projected to be most impacted by climate change. Extreme weather events such as storms and floods are predicted to increase with the changing climate. As such, climate change adaptation is crucial, especially for farmers who are relying on vulnerable livelihoods to climate change. READ MORE

  4. 4. The Effects of Social Organizations on Economic Performance- A Panel Study on China

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Rui Cao; [2017]
    Keywords : macroeconomic; social organization; economic performance; China; panel model; fixed effect model; Business and Economics;

    Abstract : A large number of literatures and practitioners have investigated the relationship between social associations and the aggregate economic performance. Most of the studies have confirm the positive effect of social associations on economic performance in the democratic world. READ MORE

  5. 5. Comparison between SensibleThings and Kaa platform

    University essay from Mittuniversitetet/Avdelningen för informations- och kommunikationssystem

    Author : Cao Lu; [2016]
    Keywords : Internet of Things; IoT platforms; SensibleThings; Kaa; Comparison;

    Abstract : With the Internet of Things becoming more and more popular, and a prediction that there will be more than 50 million devices connected to the Internet in 2020, the quantity of IoT platforms on the market is rapidly growing. Facing so many platforms to choose, the object of this thesis is to give some suggestions for reference by performing a quantitative comparison between two platforms: SensibleThings and Kaa. READ MORE