Essays about: "Victor Sowa"

Found 2 essays containing the words Victor Sowa.

1. 1. Men and Women’s Return to Cognitive Skills. : Evidence from PIAAC.

   University essay from Uppsala universitet/Nationalekonomiska institutionen

   Author : Victor Sowa; [2014]
   Keywords : Gender wage differences; cognitive skills; PIAAC; Mincer Equation; Human Capital; OLS; survey data; jackknife;

   Abstract : Do men and women receive different pay-offs, in terms of wage, from cognitive skills in the Swedish labor market? To answer this, the classical Mincer equation is expanded with a variable for cognitive skills (literacy and numeracy) and an interaction term between being a male and cognitive skills to be able to distinguish the actual difference in pay-off. I use data from OECD’s PIAAC survey of adult skills, which provides a unique opportunity to examine gender pay-off differences concerning cognitive skills. READ MORE

3. 2. A comparison of GARCH models for VaR estimation in three different markets.

   University essay from Statistiska institutionen

   Author : Andreas Johansson; Victor Sowa; [2013]
   Keywords : ARCH; GARCH; EGARCH; Value at Risk; Volatility; Forecasting;

   Abstract : In this paper the value at risk (VaR) forecasts are compared using three different GARCH models; ARCH(1), GARCH(1,1) and EGARCH(1,1). The implemented method is a one-day ahead out of sample forecast of the VaR. The forecasts are evaluated using the Kupiec test with a five percent significance level. READ MORE