Essays about: "Stockholm"

Showing result 1 - 5 of 4634 essays containing the word Stockholm.

  1. 1. Volatility forecasting using the GARCH framework on the OMXS30 and MIB30 stock indices

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Peter Johansson; [2019-01-22]
    Keywords : Volatility forecasting; Random Walk; Moving Average; Exponentially Weighted Moving Average; GARCH; EGARCH; GJR-GARCH; APGARCH; volatility model valuation; regression; information criterion;

    Abstract : There are many models on the market that claim to predict changes in financial assets as stocks on the Stockholm stock exchange (OMXS30) and the Milano stock exchange index (MIB30). Which of these models gives the best forecasts for further risk management purposes for the period 31st of October 2003 to 30th of December 2008? Is the GARCH framework more successful in forecasting volatility than more simple models as the Random Walk, Moving Average or the Exponentially Weighted Moving Average?The purpose of this study is to find and investigate different volatility forecasting models and especially GARCH models that have been developed during the years. READ MORE

  2. 2. Value at Risk and Expected Shortfall risk measures using Extreme Value Theory

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Peter Johansson; [2019-01-22]
    Keywords : Extreme Value Theory; Generalized Pareto Distribution; Point-Over-Threshold method; risk measures; Value at Risk; Expected Shortfall;

    Abstract : Calculating risk measures as Value at Risk (VaR) and Expected Shortfall (ES) has become popular for institutions and agents in financial markets. A main drawback with these risk measures is that they traditionally assume a specific distribution, as the Normal distribution or the Student’s t distribution. READ MORE

  3. 3. A Spatial Analysis of Homicide Crime’s Distribution and Association with Deprivation in Stockholm Between 2010-2017

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Dennis Lindell Schettini; [2019]
    Keywords : GIS; homicide; deprivation; hot spot; generalized regression; Earth and Environmental Sciences;

    Abstract : A Spatial Analysis of Homicide Crime’s Distribution and Association with Deprivation in Stockholm Between 2010-2017 Homicide crimes are rare events depending on numerous factors and tend to be distributed differently based on geographic location. The use of spatial analysis is substantively important for detecting different predictors in varying geographic areas and for the diffusion process of homicide crimes. READ MORE

  4. 4. The Changing Importance of Ratings for Sales: Evidence from the Film Industry

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Bendik Enstad; [2019]
    Keywords : ratings; word-of-mouth; social learning; film;

    Abstract : This thesis analyses the influencing effect that ratings have on revenue using a fixed effects framework. A panel data set of up to 2,025 movies running in US and Canadian cinemas with daily frequency is constructed. The period spans from 2010 to 2018. READ MORE

  5. 5. PET bottles: From waste to resources. How circular economy transforms waste management practices in Buenos Aires

    University essay from Handelshögskolan i Stockholm/Institutionen för företagande och ledning

    Author : Martín Valese Aguilera; Daniel Gustafsson; [2019]
    Keywords : Circular Economy; PET bottles; Argentina; Markets as practice; Multiplicity;

    Abstract : Circular Economy has become a promising sustainability concept among scholars and practitioners. This is because circular economy replaces linear productive systems and enables the achievement of economic and social objectives while minimizing the environmental impact. READ MORE