Search for dissertations about: "Swedish frequency data"

Showing result 1 - 5 of 322 swedish dissertations containing the words Swedish frequency data.

  1. 1. Modeling financial volatility : A functional approach with applications to Swedish limit order book data

    Author : Suad Elezovic; Xavier de Luna; Gunnar Rosenqvist; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Financial data; functional time series; multivariate generalized least squares; seemingly unrelated autoregression; Statistics; computer and systems science; 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. Swedish Dimensional Adjectives

    Author : Anna Vogel; Staffan Hellberg; Lena Ekberg; Stockholms universitet; []
    Keywords : HUMANIORA; HUMANITIES; dimensional adjectives; semantics; cognitive linguistics; Swedish; spatial; antonymy; prototype theory; polysemy; corpus-based; elicitation test; Languages and linguistics; Språkvetenskap;

    Abstract : The purpose of this study is to give a thorough and detailed account and analysis of the semantics of twelve Swedish dimensional adjectives: hög ’high/tall’, låg ’low’, bred ’broad/wide’, smal ’narrow’ vid ’broad’, trång ’narrow’, tjock ’thick’, tunn ’thin’, djup ’deep’, grund ’narrow’, lång ’long’ and kort ’short’. Focus has been placed on their spatial, non-metaphorical sense. READ MORE

  3. 3. Ditransitives in Swedish : A Usage-Based Study of the Double Object Construction and Semantically Equivalent Prepositional Object Constructions 1800–2016

    Author : Fredrik Valdeson; Cecilia Falk; Jan Svanlund; Catrin Norrby; Elena Smirnova; Stockholms universitet; []
    Keywords : HUMANIORA; HUMANITIES; ditransitives; double object construction; dative alternation; Late Modern Swedish; construction grammar; usage-based; lexical richness; language change; semantic change; semantic maps; taxonomic networks; horizontal links; Scandinavian Languages; nordiska språk;

    Abstract : This thesis examines the use of the Swedish double object construction (the DOC) and compares this with the use of three semantically equivalent prepositional object constructions (POCs): the till-POC, the åt-POC and the för-POC. The thesis has a diachronic perspective, investigating changes in the use of these four constructions between 1800 and 2016. READ MORE

  4. 4. Argument Differentiation. Soft constraints and data-driven models

    Author : Lilja Øvrelid; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; syntactic arguments; parsing; lexical acquisition; animacy; Scandinavian syntax; soft constraints; data-driven models; machine learning;

    Abstract : The ability to distinguish between different types of arguments is central to syntactic analysis, whether studied from a theoretical or computational point of view. This thesis investigates the influence and interaction of linguistic properties of syntactic arguments in argument differentiation. READ MORE

  5. 5. VAR Models, Cointegration and Mixed-Frequency Data

    Author : Sebastian Ankargren; Johan Lyhagen; Yukai Yang; Gregor Kastner; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; vector error correction; small open economy; mixed-frequency data; Bayesian; steady state; nowcasting; state-space model; large VARs; simulation smoothing; factor stochastic volatility; R; Statistics; Statistik;

    Abstract : This thesis consists of five papers that study two aspects of vector autoregressive (VAR) modeling: cointegration and mixed-frequency data.Paper I develops a method for estimating a cointegrated VAR model under restrictions implied by the economy under study being a small open economy. READ MORE