Essays about: "information criterion"

Showing result 1 - 5 of 92 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. Browsing behaviour in complex ungulate multi-species systems in Southern Sweden

    University essay from SLU/Dept. of Wildlife, Fish and Environmental Studies

    Author : Jonatan Sandberg; [2019]
    Keywords : browsing pressure; interspecific competition; multi-species;

    Abstract : In recent years several of the ungulate species present in Sweden have increased in both densities and distribution. Browsing pressure has mainly been attributed to moose but recent research shows that with more complex ungulate ecosystems new interactions and connections might emerge. READ MORE

  4. 4. Internal membership democracy and motions for change : The case of the Medécins Sans Frontières Association

    University essay from Uppsala universitet/Teologiska institutionen

    Author : Jon Gunnarsson Ruthman; [2018]
    Keywords : Democracy; organisational change; Social capital; NGO; Medécins Sans Frontières; Doctors Without Borders;

    Abstract : The world is changing and humanitarian organisations need to be equipped to change with it. This case study has examined the internal democracy within the association of Medécins Sans Frontières (MSF), the creation of social capital and how it can be used to create bottom-up medical organisational change though motions. READ MORE

  5. 5. Invasion-analysis of stage-structured populations in temporally-varying environments

    University essay from Umeå universitet/Institutionen för fysik

    Author : Samuel Brändström; [2018]
    Keywords : ;

    Abstract : Climate change may cause epidemic threats as species spreading human diseases invades previously unpopulated areas. A species can establish in new areas if they fulfills an invasion criterion. READ MORE