Essays about: "information criterion"

Showing result 1 - 5 of 98 essays containing the words information criterion.

  1. 1. Volatility forecasting using the GARCH framework on the OMXS30 and MIB30 stock indices

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Peter Johansson; [2019-01-22]
    Keywords : Volatility forecasting; Random Walk; Moving Average; Exponentially Weighted Moving Average; GARCH; EGARCH; GJR-GARCH; APGARCH; volatility model valuation; regression; information criterion;

    Abstract : There are many models on the market that claim to predict changes in financial assets as stocks on the Stockholm stock exchange (OMXS30) and the Milano stock exchange index (MIB30). Which of these models gives the best forecasts for further risk management purposes for the period 31st of October 2003 to 30th of December 2008? Is the GARCH framework more successful in forecasting volatility than more simple models as the Random Walk, Moving Average or the Exponentially Weighted Moving Average?The purpose of this study is to find and investigate different volatility forecasting models and especially GARCH models that have been developed during the years. READ MORE

  2. 2. Analyzing Factors Influencing Reproductive Success of the Mountain Chicken : Nordens Ark Captive Breeding Program

    University essay from Högskolan i Skövde/Institutionen för biovetenskap

    Author : Chad Donaldson; [2019]
    Keywords : frog; frogs; mountain chicken; mountain chicken frog; leptodactylus; fallax; herpetology; amphibian; amphibians; multiple linear regression; statistical analysis; Nordens Ark; captive breeding; zoo; zoology; conservation; endangered species; grodor; groda; kycklinggroda; Nordens Ark; amfibier; zoologi; herpetologi; analys; hotade arter; bevarande; avel;

    Abstract : Amphibians globally are declining with roughly a third facing extinction due primarily to threats linked to human impacts. One way in which this is being combated is by captive breeding programs. READ MORE

  3. 3. Does sustainability affect dividend policy? : A panel data study on Nordic firms

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Andreas Johansson; Alexander Fahlén; [2019]
    Keywords : Dividend policy; Dividend payout ratio; ESG; Sustainability; Agency theory; Signaling theory;

    Abstract : This study investigates the relationship between corporate sustainability and dividend policy in the Nordic countries. In the field of finance, the importance of corporate sustainability is growing, particularly in the Nordic countries, which excel in global sustainability rankings. READ MORE

  4. 4. Multi-Criteria GIS modelling for optimal alignment of roadway by-passes in the Tlokweng Planning Area, Botswana

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Milan Sekulic; [2019]
    Keywords : GIS; Multi-criteria analysis; DEFINITE; Sensitivity Analysis; Python; AHP; Least-cost path; Dijkstra’s algorithm; ArcPy; Geography; model; road alignment; Earth and Environmental Sciences;

    Abstract : To find the optimal by-pass road alignment in the Tlokweng Planning Area in Botswana, a multi-criteria spatial-based model is developed using the GIS-MCE approach. In respect to the environmental impact assessment (EIA) approach, in this research a set of criteria is classified under 3 themes – economic, environmental and social. READ MORE

  5. 5. Risk and cost assessment in supply chain decision making : Developing a tool with analytical hierarchy methodology

    University essay from Luleå tekniska universitet/Institutionen för ekonomi, teknik och samhälle; Luleå tekniska universitet/Institutionen för ekonomi, teknik och samhälle

    Author : Karl Lindqvist; Karl Gladh; [2019]
    Keywords : Risk assessment; Cost; AHP; Product flow; Supply Chain; Decision making;

    Abstract : This study aims to describe how a tool can be developed by assessing risk and cost within the supply chain of a company. By interviewing stakeholders of the chosen case company, and later analysing their answers with the help of a thematic analysis, we were able to isolate the risk criteria seen as significant. READ MORE