Search for dissertations about: "asymmetric links"
Showing result 11 - 15 of 15 swedish dissertations containing the words asymmetric links.
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11. Enhancing the Performance of Distributed Real-time Systems
Abstract : Advanced embedded systems can consist of many sensors, actuators and processors that are deployed on one or several boards, while having a demand of interacting with each other and sharing resources. Communication between different components usually has strict timing constraints. READ MORE
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12. Bayesian inference for high dimensional factor copula models
Abstract : Copulas have been applied to many research areas as multivariate probability distributions for non-linear dependence structures. However, extending copula functions in high dimensions is challenging due to the increase of model parameters and computational intensity. READ MORE
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13. Magnesium Diboride (MgB2) and Ca-doped YBa2Cu3O7-? : Thin Films and Devices. Fabrication and Characterization
Abstract : Magnesium diboride (MgB2) is a superconductor with an exceptionally high transition temperature, Tc, of 39 K. This work describes deposition of high quality and superconducting films of MgB2 for electronic applications. Experiments on Ca-doped YBa2Cu3O7-? films and fabrication of bicrystal Josephson junctions are also described. READ MORE
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14. Nonlinear and Nonparametric Dynamical Methods in Economics and Finance
Abstract : The objectives of the thesis - which comprises six parts – can be summarized in i) implementing linear and nonlinear/nonparametric approaches toward detecting, measuring and analyzing the nature and directionality of causal relationships in financial markets, ii) elaborating on modern topics in financial investment analysis, iii) probing into the role of commodity futures in constructing optimal portfolios as well as iv) investigating growth dynamics via aggregated and disaggregated indices.The first paper named “Analyzing causal interactions between sectoral equity returns and commodity futures returns in the aftermath of the global financial crisis: The case of the US and EU equity returns”, aims to explore and compare the dependence and co-movement structure between commodity and various asset classes’ returns including the USA and EU stock markets via the use of linear and non-linear causality testing in a comparative context with the additional adjustment for cointegration and conditional heteroscedasticity. READ MORE
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15. The decline of great Arctic charr in Lake Vättern : empirical and theoretical analyses of suggested causes
Abstract : Human activity is affecting species and ecosystems all over the world. In aquatic systems negative trends can be seen for many fish stocks and potential consequences of this, for ecosystem structure and functions, are of particular concern. READ MORE
