Essays about: "dependence structure"

Showing result 1 - 5 of 126 essays containing the words dependence structure.

  1. 1. EMPIRICAL ANALYSIS OF DEPENDENCE STRUCTURES AND SPILLOVER EFFECTS ACROSS STOCK MARKETS: A STUDY OF RELATIONSHIP BETWEEN VIETNAM AND ITS MAJOR TRADING PARTNERS

    University essay from Göteborgs universitet/Graduate School

    Author : My Phung; [2021-06-30]
    Keywords : stock markets; dependence structure; spillover effect; copula model; VAR-BEKK-GARCH model;

    Abstract : MSc in Finance.... READ MORE

  2. 2. Green Finance and its Relation to Asset Classes : Analyzing the dependency structure with a DCC-GARCH and a cross-quantilogram approach

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Author : Mona Ebadian; Linda Ivarsson; [2021]
    Keywords : ;

    Abstract : In this master thesis, we present the first empirical study that investigates the correlation- and dependence structure of green finance with major asset classes such as cryptocurrency, commodities, equity and currency on a global level. Over the years, green finance and sustainability questions have become more and more central in the literature. READ MORE

  3. 3. Estimating Dependence Structures with Gaussian Graphical Models : A Simulation Study in R

    University essay from Umeå universitet/Statistik; Umeå universitet/Statistik

    Author : Artem Angelchev Shiryaev; Johan Karlsson; [2021]
    Keywords : Simulation study; Graphical models; undirected Gaussian graphical model; Partial correlation; Precision matrix;

    Abstract : Graphical models are powerful tools when estimating complex dependence structures among large sets of data. This thesis restricts the scope to undirected Gaussian graphical models. An initial predefined sparse precision matrix was specified to generate multivariate normally distributed data. READ MORE

  4. 4. Testbed Development for Non-invasive Intracranial Pressure Monitoring with a Microwave based Electromagnetic Skin Patch Sensor

    University essay from Uppsala universitet/Tillämpad materialvetenskap

    Author : Sandra Palm; Hassan Saado; [2021]
    Keywords : Intracranial pressure; Artificial cerebrospinal fluid; Biomedical engineering; Microwave sensor;

    Abstract : Traumatic brain injuries (TBIs) are a major public health problem worldwide where the symptoms can be anything from mild concussion to severe swelling of the brain tissue. As a result of TBI the intracranial pressure (ICP) can elevate to pathological levels with severe consequences such as hypoxia, ischemia and brain hemorrhage. READ MORE

  5. 5. Optical characterisation of AAO/CsPbBr3 perovskite nanocomposites

    University essay from Lunds universitet/Synkrotronljusfysik; Lunds universitet/Fysiska institutionen

    Author : Klára Nováková; [2021]
    Keywords : perovskite; scintillator; optoelectronics; semiconductor; X-ray detection; Physics and Astronomy;

    Abstract : Direct bandgap metal lead halide perovskites offer promising optoelectronic properties desirable in a wide range of applications including photodetection. However, the incomplete and poor understanding of the photophysical processes taking place in these materials, along with their poor stability, is the bottleneck for optimisation and further development of metal halide perovskite devices. READ MORE