Essays about: "arch effect"

Showing result 1 - 5 of 22 essays containing the words arch effect.

  1. 1. Stock Market Volatility in the Context of Covid-19

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Liu Kunyu; [2022]
    Keywords : The U.S. stock market; COVID-19; volatility clustering; GARCH models; leverage effect;

    Abstract : The global economy has been severely impacted during the Covid-19 period. The U.S. stock market has also experienced greater volatility. READ MORE

  2. 2. Modeling asymmetry in volatility response - non-Gaussian innovations approach

    University essay from Lunds universitet/Statistiska institutionen

    Author : Ludvig Göransson; [2020]
    Keywords : ARCH; GARCH; APARCH; Asymmetric GARCH; non-Gaussian innovations; Laplace distribution; Leverage effect; Stylized facts; Volatility process.; Mathematics and Statistics;

    Abstract : This thesis is an explorative note on the non-Gaussian innovations of the volatility process. More specifically, the thesis investigates if the decomposition of the Standard Classical Laplace (SCL) distribution to a difference of two exponential is a valid alternative to modelling the asymmetric volatility processes, taking volatility clustering, the leverage effect and asymmetric response in volatility into account. READ MORE

  3. 3. Numerical study of the effect of thermal ice loads on concrete dams

    University essay from KTH/Betongbyggnad

    Author : Imal Zuwak; Wasseem Kordoghly; [2020]
    Keywords : Arch dam; Buttress dam; Concrete; Finite element analysis; Ice load; Valvdamm; Lamelldamm; Betong; Finit elementanalys; Islast;

    Abstract : It is essential to understand the mechanics of ice load and how it affects concrete dams located in a cold climate, such as Sweden, where the temperature becomes sufficiently cold to freeze the surface of the reservoir. The purpose of this thesis is to study ice load distribution along concrete dams, and its response during the application of an ice load. READ MORE

  4. 4. The Impact of Pandemic Shocks to the Stock Market

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Dominika Borkowska; Kabing Hau; [2020]
    Keywords : Stock Market; Volatility; COVID-19; Pandemic Shocks; GARCH; TGARCH; Business and Economics;

    Abstract : The outbreak of the COVID-19 pandemic in November 2019, has made a huge impact on the stock market. Thus, this paper aims to analyze how big of an impact the pandemic shocks have compared to other known shocks on the market. READ MORE

  5. 5. Numerical and experimental dynamic analyses of Hägernäs pedestrian bridge : Including seasonal effects

    University essay from KTH/Bro- och stålbyggnad

    Author : AIDA IBISEVIC; HASANHÜSEYIN UGUR; [2019]
    Keywords : Pedestrian Timber Arch Bridge; Seasonal Effect; Modal Analysis; Dynamic Analysis; Finite Element Method; Experiments vi;

    Abstract : Wood as a construction material has in recent years increased, in particular concerningpedestrian bridges. By utilizing wood, the ecological footprint can be reduced,and the material can be designed to comply with the increasing aesthetic demandbridge designers are facing. READ MORE