Search for dissertations about: "new york stock"

Found 3 swedish dissertations containing the words new york stock.

2. 1. Back on the map : essays on financial markets in the Baltic States

   Author : Albina Soultanaeva; Kurt Brännäs; Hossein Asgharian; Umeå universitet; []
   Keywords : Financial Markets; Time series; GARCH; Asymmetry; News; nationalekonomi; Economics;

   Abstract :  This thesis consists of five self-contained papers, which are all related to the financial markets in the three Baltic States, Estonia, Latvia and Lithuania.  Paper [I] studies the impact of news from the Moscow and New York stock exchanges on the returns and volatilities of the Baltic States' stock market indices using a time series model that accounts for asymmetries in the conditional mean and variance functions. READ MORE

4. 2. On Lévy Processes in Mathematical Finance

   Author : Ulrika Trolle; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : The focus of the first article, On the Modelling of Financial Data with Generalized Hyperbolic Distributions, lies in studying the performance of the generalized hyperbolic distribution (GH), when fitted to historical data. Four different areas were selected. READ MORE

5. 3. Modeling Realized Covariance of Asset Returns

   Author : Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Tatjana von Rosen; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical Statistics; matematisk statistik;

   Abstract : In this thesis, which consists of two papers, we consider the modeling of positive definitive symmetric matrices, in particular covariance matrices of financial asset returns. The return covariance matrix describes the magnitude in which prices of financial assets tend to change over time, and how price changes between different assets are related. READ MORE