Search for dissertations about: "High frequency data"

Showing result 1 - 5 of 534 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]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    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. Synchronous Protocols for Low-Power Wireless: Towards Reliable and Low-Latency Autonomous Networking for the Internet of Things and Wireless Sensor Networks

    University dissertation from Chalmers University of Technology

    Author : Beshr Al Nahas; Chalmers tekniska högskola.; Chalmers University of Technology.; [2017]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Dependability; Industrial Internet of Things; IoT; WSN; wireless networks; high reliability; wireless communications; Low-power; low latency;

    Abstract : With the emergence of the Internet of Things, autonomous vehicles and the Industry 4.0, the need for reliable yet dynamic connectivity solutions is arising.Many of these applications build their operation on distributed consensus. READ MORE

  5. 5. 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