Search for dissertations about: "High frequency data"

Showing result 1 - 5 of 522 swedish dissertations containing the words High frequency data.

  1. 1. Time series modelling of high frequency stock transaction data

    University dissertation from Umeå : Nationalekonomi

    Author : Shahiduzzaman Quoreshi; Umeå universitet.; [2006]
    Keywords : Economics; Count data; Intra-day; High frequency; Time series; Estimation; Long memory; Finance; Nationalekonomi; Econometrics; ekonometri;

    Abstract : .... READ MORE

  2. 2. High frequency conducted disturbances

    University dissertation from Chalmers University of Technology

    Author : Anna Tjäder; Chalmers tekniska högskola.; Chalmers University of Technology.; [2004]

    Abstract : .... READ MORE

  3. 3. Modeling financial volatility A functional approach with applications to Swedish limit order book data

    University dissertation from Umeå

    Author : Suad Elezovic; Umeå universitet.; [2009]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Financial data; functional time series; multivariate generalized least squares; seemingly unrelated autoregression; SOCIAL SCIENCES Statistics; computer and systems science; SAMHÄLLSVETENSKAP Statistik; data- och systemvetenskap; Econometrics; ekonometri;

    Abstract : This thesis is designed to offer an approach to modeling volatility in the Swedish limit order market. Realized quadratic variation is used as an estimator of the integrated variance, which is a measure of the variability of a stochastic process in continuous time. READ MORE

  4. 4. Testing for Periodicity and Trend in Long-Memory Processes

    University dissertation from Department of Statistics, Lund university

    Author : Abdullah Almasri; Karlstads universitet.; Lunds universitet.; Lund University.; [2003]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistik; Statistics; Wavelets; long memory; periodogram; temperature data.; sunspots data; wind speed data; varve data; Siegel’s test; Fisher’s test; Fractional difference process; Discrete wavelet transform; operations research; programming; actuarial mathematics; operationsanalys; programmering; aktuariematematik;

    Abstract : Popular Abstract in Swedish Avhandlingen handlar om tes av periodicitet och trend inom långminne-processer. Med hjälp av diskret wavelet transform och periodogram presenteras vi två test för periodicitet och tre test för trend. READ MORE

  5. 5. Time and Frequency Transfer using Passive Techniques in Active Fiber Optic Networks

    University dissertation from Chalmers University of Technology

    Author : Sven-Christian Ebenhag; Chalmers tekniska högskola.; Chalmers University of Technology.; [2010]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Fotonik; Photonics; Övrig informationsteknik; Other information technology; Fiber link; fiber network; GPS carrier phase; synchronous optical networking SONET synchronous digital hierarchy SDH ; time transfer; two-way; Global positioning system GPS ; optical fiber.;

    Abstract : For the modern society, high precision time and frequency transfer have become crucial since a large number of systems, such as telecommunication systems, require precise and stable synchronization. Electric power companies use synchronized systems for taking stability measurements and searching for errors in their networks. READ MORE