Essays about: "Johan Lindskog"

Found 2 essays containing the words Johan Lindskog.

1. 1. A STUDY ON THE DCC-GARCH MODEL’S FORECASTING ABILITY WITH VALUE-AT-RISK APPLICATIONS ON THE SCANDINAVIAN FOREIGN EXCHANGE MARKET

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Tim Andersson-Säll; Johan Lindskog; [2019]
   Keywords : Multivariate GARCH; Conditional Correlations; Forecasting; Time-varying covariance matrices; Exchange rate returns; Variance-Covariance matrix;

   Abstract : This thesis has treated the subject of DCC-GARCH model’s forecasting ability and Value-at- Risk applications on the Scandinavian foreign exchange market. The estimated models were based on daily opening foreign exchange spot rates in the period of 2004-2013, which captured the information in the financial crisis of 2008 and Eurozone crisis in the early 2010s. READ MORE

3. 2. Multipack - a growing packaging concept. An analysis of the market, the distributions/handling & cost

   University essay from Lunds universitet/Förpackningslogistik

   Author : Johan Lindskog; Jessica Lundgren; [1996]
   Keywords : Multipack; packaging; distribution; Technological sciences; Teknik; Technology and Engineering;

   Abstract : Since the markets of multipacks are growing we have examined the multipacks out of the perspective of opinions, handling / distribution times and costs, and cost of producing multipack both in Sweden and the UK. Our aim has been to develop a research model that can be used for future studies of other multitask markets. READ MORE