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Essays on stochastic volatility

Popular Abstract in Swedish Avhandlingen består av fem stycken artiklar som analyserar och estimerar finansiella prisprocesser. Alla artiklarna handlar också om stokastiska volatilitetsprocesser som estimeras med Bayesiansk statistik och Markov Chain Monte Carlo (MCMC) metoder. Det första pappret utvecklar en modell för att mäta den amerikanska och de regionala europeiska aktiemarknadernas påverkThis dissertation consists of five papers concerned with the estimation and analysis of financial price processes. The first paper develops a stock price model and analyzes the impact of the US and the regional European stock markets on the local European countries’ stock markets. Among several things, we find that the dependencies among the stock markets do not increase during periods of distress

Unit Cell Structure of Crystal Polytypes in InAs and InSb Nanowires

The atomic distances in hexagonal polytypes of III-V compound semiconductors differ from the values expected from simply a change of the stacking sequence of (111) lattice planes. While these changes were difficult to quantify so far, we accurately determine the lattice parameters of zinc blende, wurtzite, and 4H polytypes for InAs and InSb nanowires, using X-ray diffraction and transmission elect

Care managers' view of family influence on needs assessment of older people

Research has shown that families experience poor involvement in needs assessment of older people while little is known about municipal care managers' views of family participation. The aim was to explore how municipal care managers view families' participation in and influence on needs assessment of older people receiving public home help. Individual interviews (n = 26) were conducted with care ma

Cascaded logic gates in nanophotonic plasmon networks

Optical computing has been pursued for decades as a potential strategy for advancing beyond the fundamental performance limitations of semiconductor-based electronic devices, but feasible on-chip integrated logic units and cascade devices have not been reported. Here we demonstrate that a plasmonic binary NOR gate, a 'universal logic gate', can be realized through cascaded OR and NOT gates in four

CHIRON: a package for ChPT numerical results at two loops

This document describes the package CHIRON which includes two libraries, chironitself and jbnumlib. chiron is a set of routines useful for two-loop numerical results in chiral perturbation theory (ChPT). It includes programs for the needed one-and two-loop integrals as well as routines to deal with the ChPT parameters. The present version includes everything needed for the masses, decay constants

Effects of climate change on European ducks: what do we know and what do we need to know?

The consequences of climate change for bird populations have received much attention in recent decades, especially amongst cavity-nesting songbirds, yet little has been written on ducks (Anatidae) despite these being major elements of wetland diversity and important quarry species. This paper reviews the major known consequences of climate change for birds in general, and relates these to the limi

Structural basis for carbohydrate binding specificity - a comparative assessment of two engineered carbohydrate binding modules.

Detection, immobilization and purification of carbohydrates can be done using molecular probes that specifically bind to targeted carbohydrate epitopes. Carbohydrate binding modules (CBMs) are discrete parts of carbohydrate hydrolyzing enzymes that can be engineered to bind and detect specifically a number of carbohydrates. Design and engineering of CBMs has benefited greatly from structural studi

Radical Online Video : YouTube, video activism and social movement media practices

This thesis explores contemporary modes of video activism for a radical politics of the Left. It offers an analytical contribution to media and communication that promotes an understanding of radical online video as modes of political engagement in contemporary online environments. By focusing on YouTube as one of the most prevalent spaces in which radical video is screened and experienced today,

Translational Database Selection and Multiplexed Sequence Capture for Up Front Filtering of Reliable Breast Cancer Biomarker Candidates

Biomarker identification is of utmost importance for the development of novel diagnostics and therapeutics. Here we make use of a translational database selection strategy, utilizing data from the Human Protein Atlas (HPA) on differentially expressed protein patterns in healthy and breast cancer tissues as a means to filter out potential biomarkers for underlying genetic causatives of the disease.

A Monte Carlo Study of the Necessary and Sufficienct Conditions for Weak Separability

Weak separability is an important concept in many fields of economic theory. This chapter uses Monte Carlo experiments to investigate the performance of newly developed nonparametric revealed preference tests for weak separability. A main finding is that the bias of the sequentially implemented test for weak separability proposed by Fleissig and Whitney (2003) is low. The theoretically unbiased Sw

Vertical InAs nanowire wrap gate transistors with f(t) > 7 GHz and f(max) > 20 GHz.

In this letter we report on high-frequency measurements on vertically standing III-V nanowire wrap-gate MOSFETs (metal-oxide-semiconductor field-effect transistors). The nanowire transistors are fabricated from InAs nanowires that are epitaxially grown on a semi-insulating InP substrate. All three terminals of the MOSFETs are defined by wrap around contacts. This makes it possible to perform high-

Tuning the spin state of iron phthalocyanine by ligand adsorption

The future use of single-molecule magnets in applications will require the ability to control and manipulate the spin state and magnetization of the magnets by external means. There are different approaches to this control, one being the modification of the magnets by adsorption of small ligand molecules. In this paper we use iron phthalocyanine supported by an Au(111) surface as a model compound

A Unifying Approach to Minimal Problems in Collinear and Planar TDOA Sensor Network Self-Calibration

This work presents a study of sensor network calibration from time-difference-of-arrival (TDOA) measurements for cases when the dimensions spanned by the receivers and the transmitters differ. This could for example be if receivers are restricted to a line or plane or if the transmitting objects are moving linearly in space. Such calibration arises in several applications such as calibration of (a

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The emphasis on the equal and eternal responsibility of subjects of different gender and social positions in M.F. Roos's dialogue books promoted a special combination of radical equality in anthropology and a conservative understanding of society. A Pietist teaching on salvation permeates the Orthodox principles on vocation in such a way, that the vocation to community life as a Christian farmer,

Chip Based Electroanalytical Systems for Cell Analysis

This review with 239 references has as its aim to give the reader an introduction to the kinds of methods used for developing microchip based electrode systems as well as to cover the existing literature on electroanalytical systems where microchips play a crucial role for “none-destructive” measurements of processes related to living cells, i.e., systems without lysing the cells. The focus is on

COLDDIAG: A Cold Vacuum Chamber for Diagnostics

One of the still open issues for the development of superconducting insertion devices is the understanding of the heat load induced by the beam passage. With the aim of measuring the beam heat load to a cold bore and in order to gain a deeper understanding in the beam heat load mechanisms, a cold vacuum chamber for diagnostics is under construction. We plan to have access with the same set-up to a