Zugl.: Hamburg, Universiẗat, Diss., 2009.

Zugl.: Hamburg, Universiẗat, Diss., 2007.

Au cours de ces dernières années, le spread du Credit Default Swap (CDS) est devenu l'un des instruments très utilisé pour mesurer le risque de crédit. La modélisation de la courbe de la structure à terme du spread CDS s'avère nécessaire, et elle est d'importance capitale pour la gestion quantitative du risque de crédit. Nous proposons une extension du modèle dynamique de Nelson Siegel, en modélisant les changements des facteurs bêtas par un processus autorégressif avec erreurs hétéroscédastiques tenant compte du cycle économique. Par la technique de Monte Carlo nous simulons, à l'aide d'une copule de Student, les prévisions sur un et quatre trimestres du spread CDS à différentes maturités. Notre modèle suggère que le niveau d'influence du cycle économique sur le spread CDS dépend de la maturité. Son impact sur les spreads à longue échéance est plus significatif que sur les spreads à courte maturité. Notre modèle AR-GARCH performe mieux, quel que soit l'horizon de prévision analysé dans le cadre de ce travail, que le modèle vecteur autorégressif (VAR) et le modèle de marche aléatoire.

The aim of the thesis is to evaluate whether is there a convergence in the tax systems of the EU Member States or not. The first chapter describes a development in a process of tax coordination and harmonization of the EU Member States. The next chapter focuses on a description and comparison of the current state of the tax systems in the European Union. The third chapter deals with the statistical evaluation of the development of individual variables - overall tax quota, tax quota of individual taxes, implicit tax rates, statutory tax rates, for individual taxes and a group of taxes between 1995 and 2011 period. The fourth chapter summarizes the results of the analysis.

Forty songs are randomly selected from four randomly selected maqams. Songs are restricted to be in sofyan us&uuml / l (sofyan rhythmic form) to check the statistical significance. Next, fractal dimensions of the these songs are calculated by using two different method and two different scattering diagrams. In the first method, fractal dimensions are calculated via two different box sizes. As for second method, successively decreased box sizes are used. In addition, standard deviation and mean values of the fractal dimensions are calculated to check the relation between fractal dimension and maqam. T test and F test are applied to check the statistical significance. After these calculations, it is verified that fractal dimension can be used as an information source concerning the Turkish art music songs which are nonlinear dynamical systems. Moreover, it is showed that maqams can have their own fractal dimension for low resolutions. On the other hand, it is seen that for high resolutions all songs have almost same fractal dimension.

Made available in DSpace on 2014-12-17T15:38:56Z (GMT). No. of bitstreams: 1 KaremFSSO.pdf: 265706 bytes, checksum: 371486927686c7438268592d85344197 (MD5) Previous issue date: 2004-09-13 / The study present analyzes the relation between work accident and human values. It was developed with the sample of 156 operators of a factory, through to an application of structured questionnaires. The data were submitted to quantitative analyses (for example, analyses of frequency distributions, Chi-Square, test t). It was verified that 27 employees that filled out the questionnaires suffered work accidents. The results evidence that there aren?t significant differences between the people s values that suffered work accidents and those that did not suffer. The employees presented a hierarchy of different values comparing with the others Brazilian studies. It was observed that the work accidents varies for organizational sectors. So, we get the conclusion, the occurrence of the work accidents is not associated to the values, but they are probably associated to work conditions / O presente estudo analisa a rela??o entre os acidentes de trabalho e os valores humanos. Foi desenvolvido com uma amostra de 156 operadores de uma f?brica, atrav?s da aplica??o de question?rios estruturados. Os dados foram submetidos a an?lises quantitativas (por exemplo, an?lises das distribui??es de freq??ncia, teste t e qui-quadrado). Verificou-se que 27 funcion?rios que preencheram os question?rios sofreram acidentes de trabalho. Os resultados apontam que n?o h? diferen?as significativas entre os valores daqueles que sofreram acidentes e os que n?o sofreram. Os participantes apresentaram uma hierarquia de valores diferente de outras amostras pesquisadas nos Brasil. Constataram-se diferen?as de freq??ncia de acidentes por setores da empresa. Verificou-se, ent?o, que, a ocorr?ncia dos acidentes de trabalho n?o est? associada aos valores, mas mais provavelmente ?s condi??es de trabalho

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal.

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal