- About
-
The Global ETD Search service is a free service for researchers
to find electronic theses and dissertations. This service is
provided by the
Networked Digital Library of Theses and Dissertations.
Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
Search results
Showing 1 to 2 of 2 (0.073 seconds)Spelling suggestions: "subject:"flerdimensionell"" "subject:"tredimensionella""
| 1 |
DCC-GARCH Estimation / Utvärdering av DCC-GARCHNordström, Christofer January 2021 (has links)
When modelling more that one asset, it is desirable to apply multivariate modeling to capture the co-movements of the underlying assets. The GARCH models has been proven to be successful when it comes to volatility forecast- ing. Hence it is natural to extend from a univariate GARCH model to a multivariate GARCH model when examining portfolio volatility. This study aims to evaluate a specific multivariate GARCH model, the DCC-GARCH model, which was developed by Engle and Sheppard in 2001. In this pa- per different DCC-GARCH models have been implemented, assuming both Gaussian and multivariate Student’s t distribution. These distributions are compared by a set of tests as well as Value at Risk backtesting. / I portföljanalys så är det åtråvärt att applicera flerdimensionella modeller för att kunna fånga hur de olika tillgångarna rör sig tillsammans. GARCH-modeller har visat sig vara framgångsrika när det kommer till prognoser av volatilitet. Det är därför naturligt att gå från endimensionella till flerdimensionella GARCH-modeller när volatiliteten av en portfölj skall utvärderas. Den här studien ämnar att utvärdera tillvägagångssättet för prognoser av en viss typ av flerdimensionell GARCH-modell, DCC-GARCH-modellen, vilken utvecklades av Engle och Sheppard 2001. I den här uppsatsen har olika DCC-GARCH modeller blivit implementerade, som antar innovationer enligt både flerdimensionell normalfördelning samt flerdimensionell student's t-fördelning. Dessa jämförs med hjälp av en handfull tester samt Value-at-Risk backtesting.
|
| 2 |
Alla är lyckade och lyckliga på Instagram : En retorisk receptionsstudie om hur unga kvinnor upplever och tolkar innehållet som visas på InstagramCaarp, April January 2016 (has links)
The purpose of this paper is that through a rhetorical reception analysis to find out how young women interpret a specific content downloaded from Instagram in the form of four collage containing a total of 24 different images. The collages are based on four hashtags: #home, #breakfast, #happiness and #lifestyle. In this study individual interviews were conducted with five female respondents aged 20 to 24 who are active users of Instagram.The women's own presentation and identity has also been studied to see if the image and the identity that they show on Instagram consistent with the image and identity as they have in the reality.With the help of rhetorical tools and a fund theories of gender, identity , habitus and capital so , this study concluded that the respondents both consciously and unconsciously interpret the material chosen differently depending on which of collages that they have analyzed And that respondents in different ways, choose which side of themselves that they want to display on Instagram where some of the respondents admit that the picture they show of themselves on Instagram match the image they have of themselves everyday. While some of the respondents admit that they are more daring, and become more personal on Instagram than they are in real life. / <p>Validerat; 20160607 (global_studentproject_submitter)</p>
|
Page generated in 0.0776 seconds