Essays about: "leptokurtic"

Showing result 1 - 5 of 13 essays containing the word leptokurtic.

1. 1. Perceived Organizational Support, Work Engagement, and Intention to Stay Among Temporary Agency Workers

   University essay from Lunds universitet/Institutionen för psykologi

   Author : Emma Bergman; Elin Nordström; [2022]
   Keywords : Client Organizations; Equal Work; Intention to Stay; Perceived Organizational Support; Temporary Agency Workers; Work Engagement; Social Sciences;

   Abstract : The use of temporary agency workers (TAWs) has grown over the years, and previous research shows that TAWs do not always have time to create interpersonal relationships, experience unequal work tasks, and perceive a lack of social support within the organization. Hence, this study aimed to investigate to what extent perceived organizational support (POS) from the client organization and the perception of equal work correlates with TAWs work engagement, and furthermore to what extent these factors correlate with their intention to stay. READ MORE

3. 2. GARCH models applied on Swedish Stock Exchange Indices

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Wiktor Blad; Vilim Nedic; [2019]
   Keywords : Value-at-Risk; GARCH; GJR-GARCH; EGARCH; student´s t distribution; generalized error distribution; Kupiec´s test; Chrisoffersen´s test; forecast;

   Abstract : In the financial industry, it has been increasingly popular to measure risk. One of the most common quantitative measures for assessing risk is Value-at-Risk (VaR). VaR helps to measure extreme risks that an investor is exposed to. READ MORE

4. 3. A simple model of volatility in financial data - An alternative to GARCH models

   University essay from Lunds universitet/Statistiska institutionen

   Author : Alexandra Milton; Marcus Svensson; [2019]
   Keywords : Volatility; Financial time series; Autoregressive gamma process; Generalized Laplace distribution; Autoregressive gamma variance Gaussian mixture model; Mathematics and Statistics;

   Abstract : Financial return series are often characterized by volatility clusters and a leptokurtic distribution. Many models that account for these properties exist, with the GARCH model proposed by Bollerslev (1986) being the most popular. This thesis explores an alternative model to capture the stochastic volatility in financial time series. READ MORE

5. 4. Are GARCH Models Appropriate for Analysing Volatility Structures in Fundamental Valuations of the OMXS30?

   University essay from Lunds universitet/Statistiska institutionen

   Author : Gustav Furenmo; [2019]
   Keywords : GARCH; OMXS30; financial time series; volatility; heteroscedasticity; stationarity; McLeod-Li test; normal distribution; student-t distribution; skewed student-t distribution; generalised error distribution; skewed generalised error distribution; Mathematics and Statistics;

   Abstract : This thesis investigates the volatility structures found in forward-looking fundamental valuations of the Swedish stock index OMXS30. The evaluated data constitutes daily observations of P/E ratios based on twelve months earnings estimates during the period 2009-01-02 until 2018-10-18. READ MORE

6. 5. Investing in Sustainable Stocks - An Empirical Evaluation of Large Public Companies in Sweden

   University essay from

   Author : Andreas Bengtsson; Jakob Johnson; [2018-07-09]
   Keywords : Sustainability; Investing; Risk-Adjusted Returns; Standard Risk; Tail Risk;

   Abstract : This thesis investigates if investing in a sustainable index yields higher risk-adjusted returns than investing in an ordinary index. Return data from the Swedish stock index OMXS30 was collected, spanning the period 2006-2017. READ MORE