Search for dissertations about: "ARCH"
Showing result 11 - 15 of 71 swedish dissertations containing the word ARCH.
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11. A new non-linear GARCH model
Abstract : This dissertation contains four papers in the field of financial econometrics. In the first paper, A Smooth Transition ARCH Model for Asset Returns, a new class of ARCH models is introduced. The model class allows for non-linearity in the equation for the conditional variance. READ MORE
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12. Properties and evaluation of volatility models
Abstract : The general theme of this thesis is theoretical properties and evaluation of volatility models. The thesis consists of four papers. In the first chapter the moment structure of the EGARCH model is derived. The second chapter contains new results on the A-PARCH model. READ MORE
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13. Glulam timber arches : strength of splices and reliability- based optimisation
Abstract : Arch structures are very sensitive to changes in the distribution of the load as well as to changes in their shape. A slight change in the load distribution may imply internal forces for which the arch is not designed. READ MORE
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14. A Comparative Study of Head Development in Mexican Axolotl and Australian Lungfish: Cell Migration, Cell Fate and Morphogenesis
Abstract : The development of the vertebrate head is a complex process involving interactions between a multitude of cell types and tissues. This thesis describes the development of the cranial neural crest and of the visceral arch muscles in the head of two species. READ MORE
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15. Digital dentistry : studies on the trueness and precision of additive manufacturing and intraoral scanning
Abstract : Artificial designs and features usually control production workflowsin the industry. The operator has the freedom to adapt designs toachieve the desired function; when the operator is satisfied, massproduction of the two objects is possible. READ MORE