Essays about: "Joakim Skoog"

Found 2 essays containing the words Joakim Skoog.

  1. 1. Evaluating VaR with the ARCH/GARCH Family

    University essay from Statistiska institutionen; Nationalekonomiska institutionen

    Author : David Enocksson; Joakim Skoog; [2012]
    Keywords : Value-at-Risk; ARCH; GARCH; GJR-GARCH; Exchange rates; Conditional Variance; Volatility Forecasting;

    Abstract : The aim of the thesis is to identify an appropriate model in forecasting Value-at-Risk on a morevolatile period than that one from which the model is estimated. We estimate 1-day-ahead and10-days-ahead Value-at-Risk on a number of exchange rates. READ MORE

  3. 2. Akustisk ekoutsläckare

    University essay from Blekinge Tekniska Högskola/Institutionen för signalbehandling

    Author : Jörgen Nordberg; Joakim Skoog; [1996]
    Keywords : akustiska ekovägen; Digital Signal Processor;

    Abstract : This Masters thesis report evaluates a method of acoustic echo cancellation in a hands-free mobile phone system. The method uses an adaptive subband filter architecture to get a faster convergence rate and adaptive FIR filters that are easy to handle. READ MORE