Essays about: "Robin Särnå"

Found 2 essays containing the words Robin Särnå.

1. 1. Acquiring R&D within the healthcare industry

   University essay from Göteborgs universitet/Graduate School

   Author : Robin Särnå; [2017-07-26]
   Keywords : R D Intensity; R D Outsourcing; Healthcare M A;

   Abstract : This paper examines the effect of M&A on R&D intensity within the healthcare industry. The healthcare industry as defined in this paper consists of two industry segments; the pharmaceutical industry and the medical device industry that are both examined separately but with the same methodology using inverse propensity score weighting and weighted least squares. READ MORE

3. 2. MIDAS and GARCH; A comparison of predictive ability using real world data

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Robin Särnå; [2017-06-26]
   Keywords : MIDAS; GARCH; high frequency data;

   Abstract : I compare GARCH and MIDAS one-day-ahead forecasts of volatility using high frequency data from the CRSP U.S. Mega Cap Index. The MIDAS models are estimated using high frequency data sampled at 5, 15 and 30 minute intervals and estimated using both exponential Almon and beta lag distributions with two shape parameters. READ MORE