Search for dissertations about: "estimation risk"
Showing result 6 - 10 of 302 swedish dissertations containing the words estimation risk.
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6. On Risk Prediction
Abstract : This thesis comprises four papers concerning risk prediction. Paper [I] suggests a nonlinear and multivariate time series model framework that enables the study of simultaneity in returns and in volatilities, as well as asymmetric effects arising from shocks. READ MORE
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7. Portfolio Selection and the Analysis of Risk and Time Diversification
Abstract : This thesis is devoted to the analysis of three important issues in financial economics in general and portfolio selection in particular: the risk measure, estimation risk and time diversification. Besides a short introductory chapter the thesis consists of four empirical essays. READ MORE
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8. Atherosclerotic cardiovascular disease in rheumatoid arthritis : aspects of pathogenesis and risk
Abstract : Patients with rheumatoid arthritis (RA) have an increased prevalence and severity of atherosclerosis, and a corresponding increased risk of cardiovascular disease. The mechanisms causing this are not well elucidated, but both traditional cardiovascular risk factors and RA-associated factors have been associated with atherosclerosis and increased risk of cardiovascular events in patients with RA. READ MORE
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9. Applications of Bayesian Econometrics to Financial Economics
Abstract : This PhD thesis consists of four separate papers. What these papers have in common is that Bayesian Econometrics, in combination with Markov chain Monte Carlo (MCMC) methods, is applied to study various problems in financial economics. READ MORE
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10. DSGE Model Estimation and Labor Market Dynamics
Abstract : Essay 1: Estimation of DSGE Models with Uninformative PriorsDSGE models are typically estimated using Bayesian methods, but because prior information may be lacking, a number of papers have developed methods for estimation with less informative priors (diffuse priors). This paper takes this development one step further and suggests a method that allows full information maximum likelihood (FIML) estimation of a medium-sized DSGE model. READ MORE