Essays about: "GED"

Showing result 6 - 10 of 13 essays containing the word GED.

1. 6. Inflation and Inflation Uncertainty in Sweden: a GARCH Modelling Approach

   University essay from Lunds universitet/Statistiska institutionen

   Author : Anna Åkesson; [2016]
   Keywords : Inflation; Inflation uncertainty; GARCH models; leverage effects.; Mathematics and Statistics;

   Abstract : This essay investigates inflation and inflation uncertainty in Sweden from 1970:Q1 to 2014:Q4. GARCH models are used to generate a measure of inflation uncertainty estimated under the distributional assumption of Student's t-distribution and GED. READ MORE

3. 7. Measuring Risk for WTI Crude Oil: An application of Parametric Expected Shortfall

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Alexander Eriksson; [2015]
   Keywords : Risk Expected shortfall VaR Backtesting Crude oil; Business and Economics;

   Abstract : Oil is the most traded commodity in the world and is an important part in the global economy. The change in the price of oil has an effect on all sectors of the economy, and the ability to capture its risk is an important research topic. READ MORE

4. 8. Measuring Risk for WTI Crude Oil - An application of Value-at-Risk

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Alexander Eriksson; Jonathan Ljungqvist; [2014]
   Keywords : Market Risk; VaR; Crude oil; Forecasting; Business and Economics;

   Abstract : Crude oil is the most traded energy commodity in the world, and its price has a large impact on the everyday life of billions. Given the volatility of crude oil prices and its enormous effects on economies worldwide, there has been a growing demand for risk quantification and risk management for the market participants. READ MORE

5. 9. Analysis of Social Group Dynamics

   University essay from Blekinge Tekniska Högskola/Sektionen för datavetenskap och kommunikation

   Author : Stanislaw Saganowski; [2011]
   Keywords : group dynamics; GED; social network; group evolution;

   Abstract : The continuous interest in the social network area contributes to the fast development of this field. New possibilities of obtaining and storing data allows for more and more deeper analysis of the network in general, as well as groups and individuals within it. Especially interesting is studying the dynamics of changes in social groups over time. READ MORE

6. 10. Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models

   University essay from Statistiska institutionen

   Author : Yang Han; [2011]
   Keywords : Volatility GARCH models;

   Abstract : This paper discusses the performance of modeling and forecasting volatility ofdaily stock returns of A-shares in Shanghai Stock Exchange. The volatility is modeledby GARCH family models which are GARCH, EGARCH and GJR-GARCHmodels with three distributions, namely Gaussian distribution, student-t distributionand generalized error distribution (GED). READ MORE