Search for dissertations about: "Inverse gamma distribution"
Showing result 1 - 5 of 7 swedish dissertations containing the words Inverse gamma distribution.
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1. Modeling the covariance matrix of financial asset returns
Abstract : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. READ MORE
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2. Safeguards: Modelling of the Detection and Characterization of Nuclear Materials
Abstract : Nuclear safeguards is a collective term for the tools and methods needed to ensure nonproliferation and safety in connection to utilization of nuclear materials. It encompasses a variety of concepts from legislation to measurement equipment. READ MORE
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3. Bayesian Inference in Structural Second-Price Auctions
Abstract : The aim of this thesis is to develop efficient and practically useful Bayesian methods for statistical inference in structural second-price auctions. The models are applied to a carefully collected coin auction dataset with bids and auction-specific characteristics from one thousand Internet auctions on eBay. READ MORE
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4. Mircostructure and rheological properties of concentrated tomato suspensions during processing
Abstract : Food processing comprises operations such as dilution (changing the concentration), homogenisation (changing the particle size), and subsequent pumping (shearing), among others. It is thus of great interest to gain a better understanding of the mechanisms governing the creation and disruption of structures during these engineering operations, and the way in which they are related to the textural and rheological properties of the material. READ MORE
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5. On Lévy Processes in Mathematical Finance
Abstract : The focus of the first article, On the Modelling of Financial Data with Generalized Hyperbolic Distributions, lies in studying the performance of the generalized hyperbolic distribution (GH), when fitted to historical data. Four different areas were selected. READ MORE