Essays about: "arch effect"

Showing result 21 - 25 of 26 essays containing the words arch effect.

1. 21. Asymmetric Conditional Variance in Housing Prices - Testing for Downward Rigidity

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Fredrik Hansson; [2014]
   Keywords : housing prices; asymmetric; price rigidity; E-GARCH; GJR-GARCH; Business and Economics;

   Abstract : The purpose of this paper is to analyze the volatility dynamics of housing markets in the United Kingdom and the United States in order to determine if market inefficiencies cause downward rigidity in housing prices. We hypothesize that the potential downward rigidity will prevent prices from appropriately adjusting downwards, and that positive shocks in housing prices will increase the conditional variance in the following period more than a corresponding negative shocks. READ MORE

3. 22. Value-at-Risk and Extreme Events

   University essay from Matematiska institutionen

   Author : Torben Weisner; [2010]
   Keywords : ;

   Abstract : The purpose of this thesis is to test the risk-measure Value-at-Riskand techniques for calculating it on data from the Financial Crisis of2007–2010. Different “pre-Financial Crisis” approaches to calculatingValue-at-Risk are considered, and tested on data from the period ofthe Financial Crisis. READ MORE

4. 23. Stress and Strength Analysis of Curved Glulam Beams With Box Cross-Section

   University essay from Lunds universitet/Väg- och vattenbyggnad (CI); Lunds universitet/Byggnadsmekanik

   Author : Erik Persson; [2008]
   Keywords : Technology and Engineering;

   Abstract : Glulam arches can be used when designing structures with large spans such as halls or arenas. Wood has low density compared to steel and concrete which keeps down the dead weight of the structure. The cross section of glulam arches is often built up as a box-section for efficiency reasons. READ MORE

5. 24. Index Futures Trading and Spot Market Volatility:Evidence from the Swedish Market

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Ming Li; Andrew Carlson; [2008]
   Keywords : GARCH; volatility; Futures index trading; Swedish market; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : This paper investigates the effect of the introduction of the Swedish OMXS 30 Index Futures Market on the volatility of the OMXS 30 Index Spot Market. The futures market was introduced in April 1987 and this paper will use the ARCH family of models to test if spot market volatility increased, decreased, or stayed the same in the period after the futures were introduced. READ MORE

6. 25. Evaluation of the structural behaviour during retrofitting of the Traneberg Bridge by monitoring

   University essay from KTH/Bro- och stålbyggnad

   Author : Pedro Miranda; [2006]
   Keywords : ;

   Abstract : Thermal effects in concrete bridges are loads that are capable of producing values of stresses that can be significant. Consequently, having good models to determine the results of these effects is of great importance. The presented thesis attempts to explain how temperature effects influence arch bridges. READ MORE