Search for dissertations about: "variance component"

Showing result 11 - 15 of 84 swedish dissertations containing the words variance component.

  2. 11. Financial Volatility and Time-Varying Risk Premia

    Author : Peter Hördahl; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monte Carlo methods; Term structure of interest rates; Asymmetric variance; Time-varying risk premia; Volatility forecasting; CAPM; Conditional asset pricing models; Stochastic volatility; Volatility modeling; GARCH; Bond option pricing; Financial science; Finansiering;

    Abstract : This thesis consists of four empirical essays, all dealing with return volatility of financial assets and/or time-varying risk premia. In the first essay, Changing Risk Premia: Evidence from a Small Open Economy, the relation between risk and return is investigated for Swedish stocks. READ MORE

  4. 12. On the deformation behavior and cracking of ductile iron; effect of microstructure

    Author : Keivan Amiri Kasvayee; Anders E.W. Jarfors; Jens Bergström; Jönköping University; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Spherical graphite iron; component casting; high silicon ductile iron; digital image correlation DIC ; in-situ tensile testing; in-situ cyclic testing; DIC pattern generation; pit etching; micro-scale deformation; micro-crack; finite element analysis FEA ; focused ion beam FIB milling; segjärn; komponentgjutning; högkisellegerat segjärn; digital image correlation DIC ; insitu dragprovning; in-situ cyklisk provning; DIC-mönstergenerering; grop-etsning; mikroskalig deformation; mikrosprickor; finite element analys FEA ; fokuserad jonstråle FIB avverkning;

    Abstract : This thesis focuses on the effect of microstructural variation on the mechanical properties and deformation behavior of ductile iron. To research and determine these effects, two grades of ductile iron, (i) GJS-500-7 and (ii) high silicon GJS-500-14, were cast in a geometry containing several plates with different section thicknesses in order to produce microstructural variation. READ MORE

  5. 13. Plasma environment of an intermediately active comet : Evolution and dynamics observed by ESA's Rosetta spacecraft at 67P/Churyumov-Gerasimenko

    Author : Elias Odelstad; Anders Eriksson; Andrew Coates; Uppsala universitet; []
    Keywords : Rosetta; comet; 67P; RPC-LAP; RPC-MIP; RPC-ICA; RPC-MAG; ROSINA-COPS; Langmuir probe; spacecraft potential; plasma; Churyumov-Gerasimenko; ion composition analyzer; diamagnetic cavity; ion velocity; electron temperature; ion-neutral drag; collisional coupling; wake effects; filamentation; electron cooling; plasma waves; hybrid waves; Bernstein waves; minimum variance; polarization; wavelet; density fluctuations; magnetic field oscillations; drift-cyclotron instability; asymmetric plasma and magnetic field enhancements; Fysik med inriktning mot rymd- och plasmafysik; Physics with specialization in Space and Plasma Physics;

    Abstract : The subject of this thesis is the evolution and dynamics of the plasma environment of a moderately active comet before, during and after its closest approach to the Sun. For over 2 years in 2014-2016, the European Space Agency’s Rosetta spacecraft followed the comet 67P/Churyumov-Gerasimenko at distances typically between a few tens and a few hundred kilometers from the nucleus, the longest and closest inspection of a comet ever made. READ MORE

  6. 14. Affect as a Component of Perceived Sound and Vibration Quality in Aircraft

    Author : Daniel Västfjäll; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; comfort; sound quality; evaluations; affective reactions; preference; interior aircraft sounds; propeller aircraft;

    Abstract : The concept of product sound quality is becoming an integral component of product development and design. The research presented in this thesis test the notion that affective reactions (i.e. positive-negative feelings) are a major determinant of perceived sound quality. READ MORE

  7. 15. Spectral Analysis for Signal Detection and Classification : Reducing Variance and Extracting Features

    Author : Isabella Reinhold; Statistical Signal Processing Group; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Multifönster; Tids-frekvensanalys; Instantaneous frequency; Multitaper; Signal resolution; Reassignment method; Time-frequency analysis;

    Abstract : Spectral analysis encompasses several powerful signal processing methods. The papers in this thesis present methods for finding good spectral representations, and methods both for stationary and non-stationary signals are considered. READ MORE