Advanced search
Showing result 1 - 5 of 18 essays matching the above criteria.
-
1. Audit scope: disclosure practice and implications on audit pricing and audit delay
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : Using a sample of FTSE 100 firms spanning from 2019 to 2022, this study documents auditors' audit scope disclosure in practice after the introduction of revised auditing standards related to auditors' report in the UK. We provide evidence on actual disclosure of audit components and audit coverage benchmarks used. READ MORE
-
2. A study of forecasts in Financial Time Series using Machine Learning methods
University essay from Linköpings universitet/Statistik och maskininlärningAbstract : Forecasting financial time series is one of the most challenging problems in economics and business. Markets are highly complex due to non-linear factors in data and uncertainty. It moves up and down without any pattern. READ MORE
-
3. Multivariate Risk: From Univariate to High-Dimensional Graphical Models
University essay from Lunds universitet/Statistiska institutionenAbstract : We present a comparison of different univariate and multivariate extreme value risk models. Our focus is on exploring how these can be used to model financial risk. We use simulated as well as real data and compare deterministic and cross-validation threshold selection methods for the GP model to a GEV model. READ MORE
-
4. Value at Risk and Expected Shortfall risk measures using Extreme Value Theory
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : Calculating risk measures as Value at Risk (VaR) and Expected Shortfall (ES) has become popular for institutions and agents in financial markets. A main drawback with these risk measures is that they traditionally assume a specific distribution, as the Normal distribution or the Student’s t distribution. READ MORE
-
5. Do Dividend Yields Affect a Stock Price's Volatility? : Does the Miller & Modigliani Theroem apply to the Euronext and London Stock Exchange?
University essay from Högskolan i Jönköping/IHH, NationalekonomiAbstract : Background: Investors around the globe have debated, for more than 40 years, about whether the dividend yield has an influence on a stock’s price or not. There are different theories supporting both sides. These theories, however, often simplify the real world and therefore may not apply fully. READ MORE