Essays about: "extreme value theory"
Showing result 1 - 5 of 66 essays containing the words extreme value theory.
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1. The Swedish way : How can employees be included in internal communication during a crisis?
University essay from Högskolan i Borås/Akademin för bibliotek, information, pedagogik och ITAbstract : This thesis is focused on internal crisis communication during the Covid-19 pandemic at the medical faculty of a major Swedish university (MSU). This thesis aims to examine how the use of internal communication channels at MSU contributed to including employees in internal crisis communication during the COVID-19 pandemic. READ MORE
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2. Intention and Indiscernibilia: : Against Interpretive Intentionalism
University essay from Uppsala universitet/Avdelningen för estetikAbstract : What determines the meaning of a work of art? This paper considers three theories of art-critical interpretation: moderate actual intentionalism (the artist’s intention partly determines the work’s meaning), hypothetical intentionalism (the work’s meaning is the best hypothesis of what the artist could have meant), and the value-maximizing theory (interpretations which maximize the work’s value are to be preferred). I argue that moderate actual intentionalism is incoherent, collapsing either into the intentional fallacy or into an extreme form of intentionalism. READ MORE
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3. Copula approach to fitting bivariate time series
University essay from Lunds universitet/Matematisk statistikAbstract : We apply the GARCH-copula method to estimate Value at Risk (VaR) for European and Stockholm stock indices. First, marginal distributions are estimated by the ARMA-GARCH model with normal, Student-t, and skewed t distributions. READ MORE
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4. Estimation of severe crash frequency using two surrogates
University essay from Lunds universitet/Matematisk statistikAbstract : This thesis is concerned with the estimation of crash frequency based on the bivariate modeling of surrogate measures of safety (SMoS), which serve as indicators for traffic risk. Using the SMoS, any traffic conflict between two road users can be described by their proximity together with their hypothetical consequence. READ MORE
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5. Forecasting Exchange Rate Value-at-Risk and Expected Shortfall: A GARCH-EVT Approach
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This thesis aims to investigate the accuracy of Value-at-Risk and Expected Shortfall forecasts of various GARCH-type models based on five currency exchange rate pairs. The GARCH models are employed under different conditional distributional assumptions, and extended using the two-stage Extreme Value Theory (EVT) approach of McNeil and Frey (2000). READ MORE