Search for dissertations about: "Volatility"
Showing result 21 - 25 of 248 swedish dissertations containing the word Volatility.
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21. Secondary Organic Aerosols: Composition, Gas-to-Particle Partitioning and Physical Properties
Abstract : Atmospheric aerosols influence our climate and air quality. Aerosol particles in the atmosphere are transformed through many different physical and chemical reactions. A substantial fraction of the particles in the atmosphere are of secondary origin, formed as a result of gas to particle conversion. READ MORE
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22. Essays on Time Series Analysis : With Applications to Financial Econometrics
Abstract : This doctoral thesis is comprised of four papers that all relate to the subject of Time Series Analysis.The first paper of the thesis considers point estimation in a nonnegative, hence non-Gaussian, AR(1) model. The parameter estimation is carried out using a type of extreme value estimators (EVEs). READ MORE
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23. Fine and Ultrafine Particles from Combustion Sources - Investigations with In-situ Techniques
Abstract : Fine airborne particles are associated with adverse health effects in the human population. The aim of this research was to develop and evaluate methods for in-situ characterisation of fine and ultrafine particles and to determine their deposition in the human airways. READ MORE
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24. Contact Allergy to Acrylates
Abstract : Acrylate contact allergy has been frequently reported since the 1970s, with hundreds of articles published in dermatology journals so far. The purpose of this thesis was to investigate the frequency of contact allergy to acrylates / methacrylates in patients with exposure to industrial, dental and nail uses of these substances. READ MORE
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25. 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