Essays about: "Gustav Kövamees"

Found 2 essays containing the words Gustav Kövamees.

1. 1. Particle-based Stochastic Volatility in Mean model

   University essay from KTH/Matematisk statistik

   Author : Gustav Kövamees; [2019]
   Keywords : Stochastic volatility model; Volatility feedback theory; hidden Markov model; particle filter; Expectation-Maximization algorithm; PaRIS-algorithm; Stokastisk volatilitets modell; dold Markov modell; partikel-filter; Förväntan-Maximering algorithm; PaRIS-algoritm; volatilitets-återkopplings-teori;

   Abstract : This thesis present a Stochastic Volatility in Mean (SVM) model which is estimated using sequential Monte Carlo methods. The SVM model was first introduced by Koopman and provides an opportunity to study the intertemporal relationship between stock returns and their volatility through inclusion of volatility itself as an explanatory variable in the mean-equation. READ MORE

3. 2. A Statistical Study of How Different Factors and the Availability of High-Speed Internet Affect Housing Prices

   University essay from KTH/Matematisk statistik

   Author : Gustav Kövamees; Sanna Penton; [2017]
   Keywords : ;

   Abstract : This paper presents an empirical study of the impact of different factors on real estate sales prices in the countryside of Sweden. Further, this thesis analyzes the value of broadband to Swedish households examining whether access to fiber is correlated with higher real estate sales prices. READ MORE