Search for dissertations about: "Out-of-sample tests"
Showing result 1 - 5 of 14 swedish dissertations containing the words Out-of-sample tests.
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1. Essays on the Scandinavian Stock Markets
Abstract : This thesis consists of three self-contained empirical essays related to the stock markets in Denmark, Norway, and Sweden.In Essay I, the time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June 2005 are studied with liquidity indices. READ MORE
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2. Empirical tests of exchange rate and stock return models
Abstract : Abstracts to ”Empirical tests of exchange rate and stock return models” Order flow in the Foreign Exchange Market Price discovery in foreign exchange markets is explored using Swedish data including trades from both the customer and the interdealer market. The data set represents a majority of all executed trades in the EURSEK exchange rate over a four-year time period. READ MORE
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3. Empirical Studies in Demography and Macroeconomics
Abstract : Essay 1 examines the age-structure effects on Swedish inflation both within sample and out-of-sample. Within sample, time-series regressions indicate age structure to have significant explanatory power on Swedish inflation. READ MORE
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4. Time Series and Macroeconomics: Studies in Demography and Monetary Policy
Abstract : Chapter 1 provides a brief introduction to the topics of the thesis and summarises the main results.Chapter 2 studies the econometric properties of the Taylor (1993) rule when applied to U.S., Australian and Swedish data in order to judge its empirical relevance. READ MORE
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5. The theory of Homo comperiens, the firm’s market price, and the implication for a firm’s profitability
Abstract : This thesis proposes a theory of inefficient markets that uses limited rational choice as a central trait and I call it the theory of Homo comperiens. The theory limits the alternatives and states that the subjects are aware of and only allow them to have rational preference relations on the limited action set and state set, i.e. READ MORE