Essays about: "Marcus Johannesson"

Found 2 essays containing the words Marcus Johannesson.

  1. 1. A simple model of volatility in financial data - An alternative to GARCH models

    University essay from Lunds universitet/Statistiska institutionen

    Author : Alexandra Milton; Marcus Svensson; [2019]
    Keywords : Volatility; Financial time series; Autoregressive gamma process; Generalized Laplace distribution; Autoregressive gamma variance Gaussian mixture model; Mathematics and Statistics;

    Abstract : Financial return series are often characterized by volatility clusters and a leptokurtic distribution. Many models that account for these properties exist, with the GARCH model proposed by Bollerslev (1986) being the most popular. This thesis explores an alternative model to capture the stochastic volatility in financial time series. READ MORE

  3. 2. Policies for RECP and CP in the Georgian Industry: Policy Scenario built on an ex-ante policy evaluation of the Georgian system for environmental protection

    University essay from Lunds universitet/Internationella miljöinstitutet

    Author : Marcus Johannesson; [2013]
    Keywords : RECP; Georgia; CP; Scenario; Policy; Earth and Environmental Sciences;

    Abstract : Georgia is facing social and economic challenges and at the same time there are signs that more pressure is put on the environment and natural resources. Georgian industry is energy- intense and encompassing deregulations have put even more stress on the environment. READ MORE