Essays about: "Stefan Emmoth"

Found 2 essays containing the words Stefan Emmoth.

  1. 1. Testing for Unit Root Processes for South American Countries

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Stefan Emmoth; Nicklas Nordfors; [2016-02-18]
    Keywords : ;

    Abstract : In this thesis, we aim to test the Purchasing Power Parity (PPP) hypothesis on data from ten di erent South American countries, using di erent statistical methods. We begin by testing the hypothesis using the standard linear tests augmented Dickey-Fuller and Phillips-Perron. READ MORE

  3. 2. Value-at-Risk and Expected Shortfall - Managing risk for an equity portfolio

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Stefan Emmoth; Sheida Palmelind; [2014-06-24]
    Keywords : ;

    Abstract : This thesis intends to examine a risk measure used for estimating a potential future loss. The risk measure Value-at-Risk, is widely used throughout the world of financial risk management. We will examine different approaches to computing Value-at-Risk for two equity portfolios, one univariate portfolio and one multivariate portfolio. READ MORE