Essays about: "exchange rate modeling"

Showing result 11 - 15 of 17 essays containing the words exchange rate modeling.

  1. 11. Modeling exchange rate using symmetric and asymmetric GARCH models

    University essay from KTH/Matematisk statistik

    Author : Malwina Maria Polak; Marcelina Polak; [2016]
    Keywords : ;

    Abstract : This paper attempts to study GARCH-type models, with emphasis on fitting GARCH models to exchange rate return series. The symmetric GARCH(1,1) model is compared with the asymmetric EGARCH(1,1) model. Both models are analysed with different conditional distributions, namely Normal, Student's t and skew Student's t for the return innovation. READ MORE

  3. 12. Optimization of hydro power on the Nordic electricity exchange using financial derivatives

    University essay from KTH/Matematisk statistik

    Author : Viktor Enoksson; Fredrik Svedberg; [2015]
    Keywords : Optimization; hydro power; linear programming; stochastic programming; scenario construction; stochastic inflow modeling; financial derivatives on electricity.;

    Abstract : Since the deregulation of the Nordic electricity market in 1996, electricity has become one of the most traded commodities in the Nordic region. The electricity price is characterized by large fluctuations as the supply and demand of electricity are seasonally dependent. READ MORE

  4. 13. Measurement Based Vehicle-to-Vehicle Multi-link Channel Modeling and Relaying Performance

    University essay from Lunds universitet/Institutionen för elektro- och informationsteknik

    Author : Xi Chen; [2015]
    Keywords : V2V; wireless; channel model; multilink; relaying; sum of sinusoids; correlated Gaussian; maximum likelihood estimation; Technology and Engineering;

    Abstract : There has been intense research in vehicular communication in order to provide reliable low-latency vehicular communication links for developing intelligent transportation system (ITS). As one of the important properties, vehicle-to-vehicle (V2V) communication is learned to be inherently non-stationary due to the high mobility of both transmitter (TX) and receiver (RX). READ MORE

  5. 14. A Copula Approach to Modeling Extreme Values of Exchange Rates

    University essay from Lunds universitet/Matematisk statistik

    Author : Annika Johansson; [2014]
    Keywords : Mathematics and Statistics;

    Abstract : In this thesis we consider a general approach to modeling dependence in extreme values of exchange rates by using copulas. As specific examples the following pairs of currencies are analyzed: Swedish krona to U.S. READ MORE

  6. 15. Protocol optimization of the filter exchange imaging (FEXI) sequence and implications on group sizes : a test-retest study

    University essay from Institutionen för informationsteknologi

    Author : Björn Lampinen; [2012]
    Keywords : DWI; diffusion; FEXI; MRI; fisher information; CRLB; active imaging;

    Abstract : Diffusion weighted imaging (DWI) is a branch within the field of magnetic resonance imaging (MRI) that relies on the diffusion of water molecules for its contrast. Its clinical applications include the early diagnosis of ischemic stroke and mapping of the nerve tracts of the brain. READ MORE