Essays about: "Integrated Volatility"

Showing result 1 - 5 of 22 essays containing the words Integrated Volatility.

1. 1. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging

   University essay from Umeå universitet/Företagsekonomi

   Author : Anthony Baugi; Eugene Zhang; [2024]
   Keywords : Gold; Bonds; Safe Haven; Hedging; US Treasury; Volatility; Covid; Portfolio Theory; Asset Dynamics; Fiscal Policy; Monetary Policy; Financial Crisis; Asset Management; Risk Management; Portfolio Risk;

   Abstract : Purpose: This thesis investigates the relationship concerning traditional safe haven assets, gold and US 10-year treasury bonds during periods of market instability, specifically during the economic concerns raised by the COVID-19 pandemic. It assesses the hedging and safe haven properties of these assets and their dynamic nature throughout two periods of unconventional monetary and fiscal policy measures by the Federal Reserve & US Congress respectively. READ MORE

3. 2. Inflation Index for the House and Content Portfolio : A Model to Calculate the Future Claim Costs for Trygg-Hansa

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Nadine Eklund; [2023]
   Keywords : Inflation Index; Claim Costs; Time Series Forecasting; Trygg-Hansa;

   Abstract : Trygg-Hansa is a Swedish insurance company that specializes in business insurance, home insurance, vehicle insurance, and personal insurance. This work focuses on Trygg-Hansa’s House and Content portfolio, which insures customers’ homes, both the building itself and its contents. READ MORE

4. 3. Innovating the learning process in higher education throughthe integration of theory and practice in partnership with Industry and Students

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Daniel Anderson Mlabwa; Farhang Hajipour; [2022]
   Keywords : VUCA; Work-Integrated Learning; Knowledge-Economy; Learning Innovation; Paradigm Shift; Higher Education; Employability; Experiential Learning; VUCA Prime.;

   Abstract : The VUCA (which stands for volatility, uncertainty, complexity, and ambiguity) conditions have overshadowed the national and global higher education systems, and social and economic systems are increasingly becoming dependent on knowledge and innovations. There is a call for the global higher education systems to attain a new set of quality standards (Waller et al. READ MORE

5. 4. Volatility & The Black Swan : Investigation of Univariate ARCH-models, HARRV and Implied Volatility in Nasdaq100 amid Covid19

   University essay from Uppsala universitet/Nationalekonomiska institutionen

   Author : Karl Tingstedt; [2022]
   Keywords : SV; ARCH; GARCH; TARCH; EGARCH; HARRV; IV; RV; Integrated Volatility; TINA;

   Abstract : Covid19 hit the world’s financial markets by surprise in March 2020 and ensuing volatility marked an end to the prior low-volatility environment. This Black Swan engendered numerous publications establishing how the equity market responded to the exogenous shock. READ MORE

6. 5. Forecasting Efficiency in Cryptocurrency Markets : A machine learning case study

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Erik Persson; [2022]
   Keywords : Cryptocurrencies; Financial time-series; Multi step-ahead forecasting; Machine Learning; Feature selection; Kryptovalutor; Finansiella tidsserier; Flerstegsprognoser; Maskininlärning; variabelselektion;

   Abstract : Financial time-series are not uncommon to research in an academic context. This is possibly not only due to its challenging nature with high levels of noise and non-stationary data, but because of the endless possibilities of features and problem formulations it creates. READ MORE