Essays about: "variance test"
Showing result 1 - 5 of 235 essays containing the words variance test.
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1. The value of a good deed; ESG-scores and returns in the Nordic stock markets
University essay fromAbstract : This paper seeks to answer which effect ESG-scores have on risk-adjusted returns for stocks listed on Nordic stock markets. To answer this, we create five null hypotheses and use unequal variance t-tests to determine if the hypotheses can be rejected. READ MORE
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2. What are the odds of civil war? Investigating the relationship between quality of government, voter turnout, civil war, and the Democratic peace theory
University essay from Göteborgs universitet/Institutionen för globala studierAbstract : The aim of this thesis is to quantitatively investigate the relationship between the quality of government, voter turnout, and civil war. By doing a hypothesistesting analysis through logistic regression. READ MORE
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3. The Valeriana officinalis aggregate in Sweden. A preliminary study.
University essay from Göteborgs universitet / Institutionen för biologi och miljövetenskapAbstract : Common valerian (Valeriana officinalis L.) is a species of flowering plants native to Europe, the roots of which have been used in folk medicine for centuries. But due to high diversity in morphology and chromosome numbers, different populations in V. READ MORE
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4. Volatility Forecasting - A comparative study of different forecasting models.
University essay fromAbstract : This study evaluates the out-of-sample forecasting performance of different volatility mod- els. When applied to XACT OMXS30, we use GARCH(1,1), EGARCH(1,1), and t- GAS(1,1) to forecast squared daily returns while Realized GARCH(1,1) and HAR-RV are used to forecast Realized Variance. READ MORE
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5. Testing the Adaptive Market Hypothesis on the Swedish Stock Market - Empirical evidence between 1990-2019
University essay fromAbstract : This study examines if the adaptive market hypothesis holds for the Swedish stock market between 1990 and 2019. We use Affärsvärldens Generalindex and test for time-varying return predictability by implementing a variance ratio test and an autocorrelation test. To track how market efficiency evolves over time we use a two-year moving subsample. READ MORE
