Essays about: "GPD"

Showing result 1 - 5 of 12 essays containing the word GPD.

  1. 1. Copula approach to fitting bivariate time series

    University essay from Lunds universitet/Matematisk statistik

    Author : Jun Wang; [2023]
    Keywords : VaR; Copula; ARMA-GARCH; Extreme Value Theory; GPD; Hill estimator; Mathematics and Statistics;

    Abstract : We apply the GARCH-copula method to estimate Value at Risk (VaR) for European and Stockholm stock indices. First, marginal distributions are estimated by the ARMA-GARCH model with normal, Student-t, and skewed t distributions. READ MORE

  2. 2. Utsöndrade extracellulära vesiklar (EV) från hästens spolmask Parascaris univalens och deras immunmodulerande roll

    University essay from SLU/Dept. of Biomedical Sciences and Veterinary Public Health

    Author : Karin Tufvesson; [2022]
    Keywords : Extracellulära vesiklar; Parascaris univalens; hästens spolmask; ST2; DUSP1; PCR;

    Abstract : Under det senaste decenniet har ett nytt forskningsområde vuxit fram som handlar om kartläggning av extracellulära vesiklar (EV) från parasiter samt hur de kan påverka värddjurets immunförsvar. EV är lipidmembranförsedda blåsor innehållande bland annat proteiner och nukleinsyror och som används för cellkommunikation. READ MORE

  3. 3. Traffic safety analysis by surrogate measures:an extreme value approach

    University essay from Lunds universitet/Matematisk statistik

    Author : Heidi Mach; [2022]
    Keywords : Mathematics and Statistics;

    Abstract : Road safety analyses are required for the prevention of road accident fatalities. In Europe, the ambition is "Vision Zero". Data that was used is collected by the research group Transport and Roads which is part of Department of Technology and Society at LTH, Lund University. READ MORE

  4. 4. Investigating the Correlation Between Happiness and Macroeconomic Variables

    University essay from KTH/Matematisk statistik

    Author : Mohammed Rafid; Ashot Hovsepyan; [2021]
    Keywords : Regression analysis; applied mathematics; happiness; correlation; macroeconomics; gdp; gini coefficient; unemployment rate; government spending on education; tax revenue; inflation; inequality; Regressionsanalys; tillämpad matematik; lycka; samband; korrelation; makroekonomi; bnp; gini; arbetslöshet; offentliga utgifter för utbildning; skatt; skatteintäkter; inflation; ojämlikhet;

    Abstract : This thesis aimed to find the correlation between happiness and macroeconomic variables using multiple linear regression analysis. The macroeconomic variables considered were GPD per capita, the Gini coefficient, unemployment rate, tax revenue of GDP, government spending on education and inflation. READ MORE

  5. 5. Training Risk Measure Models to Ascertain Which Continent’ Equity Has the Highest Risk ForInvestment Based On Randomly Selected Individual Continents’ Equities Listed On The New YorkStock Exchange

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Evelyn Dela Gbadago; [2021]
    Keywords : Continetal investment; New York Stock Exchange; Value-at-Risk; Special Metal Industry and Africa.;

    Abstract : Western countries, institutions, and people from all walks of land, including Africans, have carried the notion that it is riskier to invest in African countries compared to countries in other continents. This study verified if that notion is empirically established or it is just a mere notion born out of people's imagination and unfounded belief. READ MORE