Essays about: "vilim nedic"

Found 2 essays containing the words vilim nedic.

1. 1. 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

3. 2. Foreign Direct Investments - A shortcut to Development and Economic Growth?

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Vilim Nedic; Nils Nitenius; [2018-07-12]
   Keywords : Foreign Direct Investments; Panel data; Economic growth; convergence theory technological spillovers;

   Abstract : Foreign direct investment has grown substantially since the energy crisis during the 1970s, meanwhile countries in the East Asia & Pacific area has experienced growth rates pursuant to established convergence theories. This study examines the effect made by foreign direct investment on economic growth and development through technological spillovers. READ MORE