Essays about: "Henrik Bark"
Found 3 essays containing the words Henrik Bark.
-
1. Evaluating Bag Of Little Bootstraps On Logistic Regression With Unbalanced Data
University essay from Uppsala universitet/Statistiska institutionenAbstract : The Bag of Little Bootstraps (BLB) was introduced to make the bootstrap method more computationally efficient when used on massive data samples. Since its introduction, a broad spectrum of research on the application of the BLB has been made. READ MORE
-
2. Type 1 error rate and significance levels when using GARCH-type models
University essay from Uppsala universitet/Statistiska institutionenAbstract : The purpose of this thesis is to test whether the probability of falsely rejecting a true null hypothesis of a model intercept being equal to zero is consistent with the chosen significance level when modelling the variance of the error term using GARCH (1,1), TGARCH (1,1) or IGARCH (1,1) models. We test this by estimating “Jensen’s alpha” to evaluate alpha trading, using a Monte Carlo simulation based on historical data from the Standard & Poor’s 500 Index and stocks in the Dow Jones Industrial Average Index. READ MORE
-
3. Dodging the Leveraged ETF Bullet - An Innovative Trading Strategy
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Two main parts, with separate purposes constitute this thesis. Firstly, ETFs and Leveraged ETFs are demystified in an indepth descriptive manor. In a short period of time ETFs have reached immense popularity, but investor knowledge and sophistication is lagging. READ MORE
