Essays about: "variance"
Showing result 6 - 10 of 1162 essays containing the word variance.
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6. 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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7. The Sustainable Era - The Excess Return on Swedish Sustainable Global Equity Funds
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : This thesis explores the relationship between the performance of Swedish global equity funds and the level of sustainability, as measured by the Morningstar Globe Rating, using a Fama-French six-factor model, globe rating categories, and time effects. Treating the Morningstar Globe Rating as a time-invariant variable, a sample of 80 Swedish global equity funds are divided into two sustainability groups, ‘Low’ and ‘High’, grouping funds with 1-3 globes into a reference group. READ MORE
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8. 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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9. 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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10. 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