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Volatility forecasting using adaptive exponential smoothing versus GARCH modeling

Different models for predicting volatility in financial returns have been proposed during the years. This paper focuses on two different ways of volatility modeling, generalized autoregressive conditional heteroskedasticity (GARCH) models and exponential smoothing models. In a previous study 2004, James W. Taylor introduced an adaptive version of the traditionally exponential smoothing method with

The video surveillance industry in the USA - the future development and the technology shift

Abstract Title: The video surveillance industry in the USA - the future development and the technology shift Seminar date: 4/6 - 2010 Course: FEKP01, Degree Project Graduate Level, Business Administration, Graduate Level, 15 University Credit Points (ECTS-cr) Authors: Johan Lindgren and Marc Palm Mentor: Thomas Kalling Key words: Technology shift, Video surveillance industry, Organizational Learni

Grammatikalisering, typ?: om den förändrade användningen av ordet typ 1965–2009 som en grammatikaliseringsprocess

I uppsatsen undersöks hur användningen av ordet typ har förändrats i dagspress under perioden 1965–2009 och vad som kan ha lett till denna utveckling. Syntaktiskt har ordet under perioden gått från att vara ett regelrätt substantiv till att fungera som en preposition och slutligen ett adverb. Semantiskt har ordets betydelse under samma tid blivit allt vagare. Denna utveckling relateras i uppsatsen

La Red de Mujeres Contra la Violencia - En MFS-studie om kvinnorättsarbete I Nicaragua

The aim of the study was to analyze women’s rights workers narratives about women’s situation and women’s rights work in Nicaragua with a starting point in narrative method and theory. We focused our research on the network La Red de Mujeres Contra la Violencia which works both nationally and locally in Nicaragua with the aim to fight men’s violence against women. The network consists of individua

IT-revisorns bidrag till IT-styrning

IT-styrning är idag ett omtalat ämne när det gäller informationshantering. Organisationers behov av att hantera och effektivisera sin IT-styrning ökar i takt med systemens kapacitet och komplexitet. IT-styrning kan även ses som ett konkurrensmedel då vissa hävdar att organisationer med en god styrning ges mer i återbäring på tillgångar jämfört med företag med en svagare styrning (Weill & Ross,

En statistisk utvärdering av Nollvisionen – Sambandsanalys

1997 beslutade Sveriges riksdag att lägga den så kallade ”Nollvisionen” till grund för trafiksäkerhetsarbetet i landet. Nollvisionen innebär att det skall bli säkrare för alla inblandade att vistas ute i trafiken. Man har satt upp ett mål att antalet trafikolyckor som resulterar i dödsfall och skador för livet skall minimeras. Denna målsättning vill man uppnå genom att bland annat: förbättra vägarIn the year 1997, the policy called Vision Zero (in Swedish: Nollvisionen) was introduced in Sweden. The guidelines within the policy are about making traffic and transport better as well as safer for all of those involved. This means that a goal has been set to decrease the number of serious traffic accidents where the victims are severely injured or killed. This goal is being carried out, among

Jesus är vägen, sanningen och livet - därför är islam...

”Jesus is the way, the truth and the life, therefore Islam is… - the view of Islam and Muslims in the student organization Credo Lund” is an inductive, quantitative interview-study. The purpose of the study is to investigate how a person, convinced of Christianity‟s exclusivity when it comes to salvation, relates to and talks about Islam and Muslims. The material consists of interviews with four m

Kunskapshantering med interna Wiki

Undersökningen fokuserar på hur kunskap skapas och överförs mellan individer och grupper i organisationer. Organisationer söker efter strategier för att hantera kunskap eftersom det leder till bättre och snabbare beslut, samt en effektivare organisation. Området är kunskapshantering. Datorer och datorsystem har fått en betydande roll, och enligt förespråkare har Wiki-verktyget i grunden förändrat

Algblomningar – en inkräktare i semesterparadiset: En studie om klimatförändringseffekten algblomningars påverkan på turister

Utgångspunkten till denna uppsats är att det dels föreligger ett utomvetenskapligt behov av en studie av just detta slag, eftersom media rapporterar kring algblomningar som ett hot mot turism och turister. Dessutom baseras vår studie på ett inomvetenskapligt behov, bestående av kunskapsluckor kring hur turistbeteende påverkas av andra klimatförändringseffekter utöver temperaturförändringar, samt k

Customer reactions to M&As

Merger and acquisition deals are one of the most important events corporations engage in. After completing mergers the most essential task for executives would be maintaining joint revenue growth in order to provide the deal’s success. So, customers’ reaction to M&As is a crucial factor for the achievement of goals through M&A. The main purpose of this thesis is to study how customers reac

1) What are the economic determinants of chairman compensation in Swedish firms?

Purpose: We attempt to fill a void in the research field of determinants of non-executive director compensation of the most actively traded companies in Sweden. Methodology: We are using a deductive and quantitative approach with a multiple regression to analyze our data and through that, serve our purpose. Theoretical perspective: Agency theory, Optimal Contracting theory, Stewardship theory, Man

“I am not a consultant”: Dis-identification through Professional Discourse as An Agricultural Membership in The Advisory Services Organization

The aims of this thesis are to explore the process of (dis) identification considering its influence in securing and enhancing self-identity in the agricultural organization context through patterns of working behaviors. This research underscores negative and positive aspects of professional discourses that influence interpretative manners among organizational members. This study takes hermeneutic

Japanese, Austronesian and Altaic : a study of possible connections

The question of the origin of Japanese is a mystery still unsolved, proven by the academic world teeming with various contradictory hypotheses. This thesis evaluates whether the Austronesian connection with Japanese is plausible in the face of the by amount of evidence much more firmly established Altaic-Japanese hypothesis, showing that measured by linguistic evidence there may be a connection to

CATASTROPHE BONDS: the effect of structural change on pricing during the financial crisis

The main purpose of this work is to investigate whether the price of catastrophe bonds would be significantly affected if a dummy variable reflecting the change in the catastrophe bond structure is incorporated into the reviewed pricing models. The theoretical framework includes modern theories related to catastrophe bonds, the catastrophe bonds market development and several existing catastrophe

Does the young European Internet Gambling Industry follow the Traditional rules of M&A theory? - A study of M&A drivers, size and affect

Purpose: The purpose of our thesis is to test theories surrounding the drivers of M&A; of their occurrence, size and affect, and from that derive their applicability on the European internet gambling industry. Methodology: This thesis uses deductive methods in which it tests theories with hypotheses by quantitative measures. Financial data have been gathered of companies in the internet gambli

UNDERSTANDING THE AMBIGUITIES OF ‘PROFESSIONAL’ SERVICE DELIVERY BY MANAGEMENT CONSULTANTS AND THEIR MEANINGS FOR ‘SUCCESS’ IN A CONSULTING ENTERPRISE

If one were to study Management Consultancy, they could be spoilt for choices on what to research on. Bombarded by several images of imperviousness, merky business practices , shady deals, compromise, self service, competitive morality and many other forms of euphemisms, the researchers, would see these notions, appear loud and resplendent, especially when, ‘seen through’ client consultant relatio

Control Process for secondary packaging - A quality verification of corrugated cardboard for distribution of liquid food in developing countries

In the past three decades, food packaging technology has undergone rapid change and the interest for packaging performance has increased. In developing countries, the main focus is to drive down the prices, resulting in primary packaging that often requires a greater need for a stronger secondary packaging than other countries. Yet at the same time, it is seldom that the primary and secondary pack