Essays about: "Vektor Autoregressiv Modell"
Found 3 essays containing the words Vektor Autoregressiv Modell.
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1. The development of the financialsystem and economic growth in Sweden : A Granger causality analysis
University essay from Karlstads universitet/Handelshögskolan (from 2013)Abstract : .... READ MORE
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2. Multiple Time Series Analysis of Freight Rate Indices
University essay from KTH/Matematisk statistikAbstract : In this master thesis multiple time series of shipping industry and financial data are analysed in order to create a forecasting model to forecast freight rate indices. The data of main interest which are predicted are the two freight rate indices, BDI and BDTI, from the Baltic Exchange. READ MORE
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3. Can Bitcoin, and other cryptocurrencies, be modeled effectively with a Markov-Switching approach?
University essay from KTH/Matematisk statistikAbstract : This research is an attempt at deepening the understanding of hyped cryptocurrencies. A deductive nature is used where we attempt to estimate the linear dependencies of cryptocurrencies with four different time series models. READ MORE