Search for dissertations about: "financial analysis related thesis"

Showing result 1 - 5 of 103 swedish dissertations containing the words financial analysis related thesis.

  1. 1. Essays on Financial Markets

    University dissertation from Department of Economics, Lund Universtiy

    Author : Hans Byström; Lund University.; Lunds universitet.; [2000]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Electricity Futures; Option Pricing; Compass Rose; Covariance Matrix; Chaos; Stochastic Volatility; Financial Markets; GARCH; Financial science; Finansiering;

    Abstract : This thesis consists of five empirical essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. READ MORE

  2. 2. Essays on Information Transmission and Crisis Spillover in the Financial Markets

    University dissertation from Lund University (Media-Tryck)

    Author : Dinh-Vinh Vo; Lund University.; Lunds universitet.; [2020]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Central bank communication; ECB; exchange rates; sentiment; LDA; textual analysis; cross-section of stock returns; news-implied volatility; financial contagion; interdependence; global banking system;

    Abstract : This doctoral dissertation comprises three independent essays on information transmission and crisis spillover in the financial markets. The research questions are examined in the context of the foreign exchange market, the stock market and the global banking system. READ MORE

  3. 3. Essays in Finance Related Problems with PDE Approach

    University dissertation from Stockholm : KTH Royal Institute of Technology

    Author : Sadna Sajadini; KTH.; [2013]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis is comprised of three scientific articles, all in PDE problems related to finance. The first two papers address problems concerning bonds and the third one treat s asymmetry problem in the mean field game theory. READ MORE

  4. 4. On Statistical Aspects of Modelling Financial Volatility

    University dissertation from Stockholm : KTH Royal Institute of Technology

    Author : Farrukh Javed; Lund University.; Lunds universitet.; [2012]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Causality Dynamic conditional correlation Jumps Mixed-data-sampling Volatility;

    Abstract : This thesis is comprised of five papers that are all related to the subject of financial time series. We study statistical aspects of conditional heteroskedastic models commonly used in modelling financial volatility. Paper I discusses the performance of commonly known information criteria in the presence of various GARCH processes. READ MORE

  5. 5. Essays on Informational Asymmetries in Mergers and Acquisitions

    University dissertation from Stockholm : KTH Royal Institute of Technology

    Author : Aron Berg; Lund University.; Lunds universitet.; [2017-01-12]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Mergers and acquisitions; investments; asymmetric information; stock misvaluation; financial frictions; capital structure; antitrust policy; Mergers and acquisitions; Investments; Asymmetric information; Stock misvaluation; Financial frictions; Capital structure; Antitrust policy;

    Abstract : This thesis covers issues related to financing in mergers and acquisitions. It studies the relationship between firms’ financing conditions and firms’ decisions to either buy or sell assets. READ MORE