Search for dissertations about: "Financial science"

Showing result 1 - 5 of 202 swedish dissertations containing the words Financial science.

  1. 1. 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; ekonometri; Econometrics;

    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

  2. 2. Recent transitions in Ethiopian homegarden agroforestry

    University dissertation from Umeå

    Author : Mersha Gebrehiwot Sahilu; Sveriges lantbruksuniversitet.; [2013]
    Keywords : LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES;

    Abstract : Homegarden agroforestry was a dominant land use practice in Southern Nations, Nationalities and People's Regional State (SNNPRS) Ethiopia until the 1990s. It has been known for its diversity, ecosystem balance and sustainability. READ MORE

  3. 3. Extraction of logging residues for bioenergy effects of operational methods on fuel quality and biomass losses in the forest

    University dissertation from Växjö : Linnaeus University Press

    Author : Bengt Nilsson; Linnéuniversitetet.; [2016]
    Keywords : LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; Forest fuel; Storage; Fraction composition; Needles; Defoliation; Moisture content; Nutrients; Nitrogen; Norway spruce; Picea abies; Skogsbränsle; Lagring; Fraktionsfördelning; Barr; Avbarrning; Fukthalt; Näringsämnen; Kväve; Gran; Picea abies; Forestry and Wood Technology; Skog och träteknik;

    Abstract : Wood products play a key role in the transformation to a more sustainable society based on renewable bio-based resources, together with the positive effects on climate mitigation by replacing fossil fuels. However, to increase the use of forest fuel in practice it is important to understand the effects of handling and storage on its quality and removal of nutrients from the forest. READ MORE

  4. 4. High-level modelling and local search

    University dissertation from Uppsala University

    Author : Magnus Ågren; Uppsala universitet.; Uppsala universitet.; [2005]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Datavetenskap; Computer Science;

    Abstract : Combinatorial optimisation problems are ubiquitous in our society and appear in such varied guises as DNA sequencing, scheduling, configuration, airline-crew and nurse rostering, combinatorial auctions, vehicle routing, and financial portfolio design. Their efficient solution is crucial to many people and has been the target for much research during the last decades. READ MORE

  5. 5. Essays on Financial Markets

    University dissertation from Department of Economics, Lund Universtiy

    Author : Hans Byström; Lund University.; Lunds universitet.; [2000]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Electricity Futures; Option Pricing; Compass Rose; Covariance Matrix; Chaos; Stochastic Volatility; Financial Markets; GARCH; Financial science; Finansiering;

    Abstract : This thesis consists of five empirical essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. READ MORE