subject:(Filtered Derivative with p Value)

1. Fhima, Mehdi. Détection de ruptures et mouvement Brownien multifractionnaire : Change Point Detection and multifractional Brownian motion.

Degree: Docteur es, Mathématiques Appliquées, 2011, Université Blaise-Pascale, Clermont-Ferrand II

URL: http://www.theses.fr/2011CLF22197

► Dans cette thèse, nous développons une nouvelle méthode de détection de ruptures "Off-line", appelée Dérivée Filtrée avec p-value, sur des paramètres d'une suite de variables… (more)

▼ Dans cette thèse, nous développons une nouvelle méthode de détection de ruptures "Off-line", appelée Dérivée Filtrée avec p-value, sur des paramètres d'une suite de variables aléatoires indépendantes, puis sur le paramètre de Hurst d'un mouvement Brownien multifractionnaire. Cette thèse est composée de trois articles. Dans un premier article paru dans Sequential Analysis nous posons les bases de la méthode Dérivée Filtrée avec p-value (FDpV) en l'appliquant à une suite de variables aléatoires indépendantes. La méthode a une complexité linéaire en temps et en mémoire. Elle est constituée de deux étapes. La première étape utilisant la méthode Dérivée Filtrée détecte les bons instants de ruptures, mais également certaines fausses alarmes. La deuxième étape attribue une p-value à chaque instant de rupture potentiel détecté à la première étape, et élimine les instants dont la p-value est inférieure à un certain seuil critique. Nous démontrons les propriétés asymptotiques nécessaires à la calibration de la méthode. L'efficacité de la méthode a été prouvé tant sur des données simulées que sur des données réelles. Ensuite, nous nous sommes attaqués à l'application de la méthode pour la détection de ruptures sur le paramètre de Hurst d'un mouvement Brownien multifractionnaire. Cela s'est fait en deux phases. La première phase a fait l'objet d'un article à paraitre dans ESAIM P&S où nous avons établi un Théorème Central Limite pour l'estimateur du paramètre de Hurst appelé Increment Ratio Statistic (IRS). Puis, nous avons proposé une version localisée de l'IRS et démontré un TCL local pour estimer la fonction de Hurst d'un mouvement Brownien multifractionnaire. Les preuves sont intuitives et se distinguent par leur simplicité. Elles s'appuient sur le théorème de Breuer-Major et une stratégie originale appelée "freezing of time". La deuxième phase repose sur un nouvel article soumis pour publication. Nous adaptons la méthode FDpV pour détecter des ruptures sur l'indice de Hurst d'un mouvement Brownien fractionnaire constant par morceaux. La statistique sous-jacent de l'algorithme FDpV est un nouvel estimateur de l'indice de Hurst, appelé Increment Zero-Crossing Statistic (IZCS) qui est une variante de l'IRS. La combinaison des méthodes FDpV + IZCS constitue une procédure efficace et rapide avec une complexité linéaire en temps et en mémoire. p>This Ph.D dissertation deals with "Off-line" detection of change points on parameters of time series of independent random variables, and in the Hurst parameter of multifrcational Brownian motion. It consists of three articles. In the first paper, published in Sequential Analysis, we set the cornerstones of the Filtered Derivative with p-Value method for the detection of change point on parameters of independent random variables. This method has linear time and memory complexities, with respect to the size of the series. It consists of two steps. The first step is based on Filtered Derivative method which detects the right change points as well as the false ones. We improve the Filtered…p> Advisors/Committee Members: Guillin, Arnaud (thesis director), Bertrand, Pierre (thesis director).

Subjects/Keywords: Dérivée Filtrée avec p-value; Détection de ruptures "Off-line"; Mouvement Brownien multifractionnaire; Paramètre de Hurst; Increment Ratio Statistic; Increment Zero-Crossing Statistic; Filtered Derivative with p-Value; "Off-line" detection of change points; Multifractional Brownian motion; Hurst parameter; Increment Ratio Statistic; Increment Zero-Crossing Statistic

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APA (6^th Edition):

Fhima, M. (2011). Détection de ruptures et mouvement Brownien multifractionnaire : Change Point Detection and multifractional Brownian motion. (Doctoral Dissertation). Université Blaise-Pascale, Clermont-Ferrand II. Retrieved from http://www.theses.fr/2011CLF22197

Chicago Manual of Style (16^th Edition):

Fhima, Mehdi. “Détection de ruptures et mouvement Brownien multifractionnaire : Change Point Detection and multifractional Brownian motion.” 2011. Doctoral Dissertation, Université Blaise-Pascale, Clermont-Ferrand II. Accessed January 17, 2021. http://www.theses.fr/2011CLF22197.

MLA Handbook (7^th Edition):

Fhima, Mehdi. “Détection de ruptures et mouvement Brownien multifractionnaire : Change Point Detection and multifractional Brownian motion.” 2011. Web. 17 Jan 2021.

Vancouver:

Fhima M. Détection de ruptures et mouvement Brownien multifractionnaire : Change Point Detection and multifractional Brownian motion. [Internet] [Doctoral dissertation]. Université Blaise-Pascale, Clermont-Ferrand II; 2011. [cited 2021 Jan 17]. Available from: http://www.theses.fr/2011CLF22197.

Council of Science Editors:

Fhima M. Détection de ruptures et mouvement Brownien multifractionnaire : Change Point Detection and multifractional Brownian motion. [Doctoral Dissertation]. Université Blaise-Pascale, Clermont-Ferrand II; 2011. Available from: http://www.theses.fr/2011CLF22197

Uppsala University

2. Nelson, Mary. Significant or Not : What Does the "Magic" P-Value Tell Us?.

Degree: Statistics, 2016, Uppsala University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-302286

► The use of the p-value in determination of statistical significance—and by extension in decision making—is widely taught and frequently used. It is not, however,… (more)

Subjects/Keywords: Significance; p-value; distribution; confidence interval

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APA (6^th Edition):

Nelson, M. (2016). Significant or Not : What Does the "Magic" P-Value Tell Us?. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-302286

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Nelson, Mary. “Significant or Not : What Does the "Magic" P-Value Tell Us?.” 2016. Thesis, Uppsala University. Accessed January 17, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-302286.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Nelson, Mary. “Significant or Not : What Does the "Magic" P-Value Tell Us?.” 2016. Web. 17 Jan 2021.

Vancouver:

Nelson M. Significant or Not : What Does the "Magic" P-Value Tell Us?. [Internet] [Thesis]. Uppsala University; 2016. [cited 2021 Jan 17]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-302286.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nelson M. Significant or Not : What Does the "Magic" P-Value Tell Us?. [Thesis]. Uppsala University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-302286

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Southern California

3. Zhu, Xun. Identifying important microRNAs in progression of breast cancer.

Degree: MS, Applied Mathematics, 2014, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/435497/rec/3334

► Stefan Wuchty et. al. from PLOS summarized a workflow to identify important miRs of pathways for a type of tumor, which uses GSEA to measure… (more)

Subjects/Keywords: microRNA; GSEA; random‐forest; p‐value

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APA (6^th Edition):

Zhu, X. (2014). Identifying important microRNAs in progression of breast cancer. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/435497/rec/3334

Chicago Manual of Style (16^th Edition):

Zhu, Xun. “Identifying important microRNAs in progression of breast cancer.” 2014. Masters Thesis, University of Southern California. Accessed January 17, 2021. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/435497/rec/3334.

MLA Handbook (7^th Edition):

Zhu, Xun. “Identifying important microRNAs in progression of breast cancer.” 2014. Web. 17 Jan 2021.

Vancouver:

Zhu X. Identifying important microRNAs in progression of breast cancer. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2021 Jan 17]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/435497/rec/3334.

Council of Science Editors:

Zhu X. Identifying important microRNAs in progression of breast cancer. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/435497/rec/3334

4. Fang, Jiadong. Calculating One-sided P-value for TFisher Under Correlated Data.

Degree: MS, 2018, Worcester Polytechnic Institute

URL: etd-042918-051352 ; https://digitalcommons.wpi.edu/etd-theses/1237

► P-values combination procedure for multiple statistical tests is a common data analysis method in many applications including bioinformatics. However, this procedure is nontrivial when input… (more)

Subjects/Keywords: TFisher; correlated data analysis; p-value combination test; one-sided p-value

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APA (6^th Edition):

Fang, J. (2018). Calculating One-sided P-value for TFisher Under Correlated Data. (Thesis). Worcester Polytechnic Institute. Retrieved from etd-042918-051352 ; https://digitalcommons.wpi.edu/etd-theses/1237

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Fang, Jiadong. “Calculating One-sided P-value for TFisher Under Correlated Data.” 2018. Thesis, Worcester Polytechnic Institute. Accessed January 17, 2021. etd-042918-051352 ; https://digitalcommons.wpi.edu/etd-theses/1237.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Fang, Jiadong. “Calculating One-sided P-value for TFisher Under Correlated Data.” 2018. Web. 17 Jan 2021.

Vancouver:

Fang J. Calculating One-sided P-value for TFisher Under Correlated Data. [Internet] [Thesis]. Worcester Polytechnic Institute; 2018. [cited 2021 Jan 17]. Available from: etd-042918-051352 ; https://digitalcommons.wpi.edu/etd-theses/1237.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Fang J. Calculating One-sided P-value for TFisher Under Correlated Data. [Thesis]. Worcester Polytechnic Institute; 2018. Available from: etd-042918-051352 ; https://digitalcommons.wpi.edu/etd-theses/1237

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Stellenbosch University

5. De Jager, Louis Porter. Credit and debit value adjustment estimations in the data sparse South African market.

Degree: MCom, Statistics and Actuarial Science, 2017, Stellenbosch University

URL: http://hdl.handle.net/10019.1/100846

► ENGLISH SUMMARY : During 2014, the International Accounting Standards Board (IASB) implemented a new standard for measuring the fair value of assets through the International… (more)

▼ ENGLISH SUMMARY : During 2014, the International Accounting Standards Board (IASB) implemented a new standard for measuring the fair value of assets through the International Financial Reporting Standards (IFRS) 13 guidance. The newly introduced guidelines have probed market participants to adjust their valuation of financial positions for material counterparty credit risk (CCR) in the over-thecounter (OTC) market Five different models are implemented in this research for the purpose of calculating the credit value adjustment (CVA) and debit value adjustment (DVA) of an interest rate swap portfolio between a South African corporate treasurer, Eskom, and a generic South African tier 1 bank. The models differ from simple to complex. The Monte Carlo (MC) simulation model is assumed to be the most accurate, since it involves the simulation of expected exposure and the modelling of the short-rate. Corporate treasurers do not always have the necessary resources to calculate CVA by means of a sophisticated approach. Due to input data and resource challenges, corporate treasurers need to consider creative alternative methods to include CCR in their fair value adjustments. Therefore, semi-analytic methods and input approximation methods were considered in this research. It was found that simpler semi-analytic approximation methods do not possess the complexity needed to deal with the complexity of netting and collateral agreements. They serve as good approximations to quickly estimate a ball-park CVA, but lack the accuracy of the MC based approach. p>AFRIKAANSE OPSOMMING : Die International Accounting Standards Board (IASB) het gedurende 2014 ‘n nuwe standard geimplementeer ten opsigte van die meting van die billike mark-waarde van bates onder die nuwe International Financial Reporting Standard (IFRS) 13 leiding. Hierdie nuwe leiding het mark belanghebbers gepeil om aanpassings te maak tot hul finansiele posisies ten opsigte van teenparty kredietrisko in die oor-die-toonbank mark. Vyf verskillende modelle word in hierdie studie geimplementeer vir die berekening van kredietwaardeaanpassing en debietwaardeaanpassing, van ‘n portefeulje bestaande uit rentekoers uitruilkontrakte tussen die Suid-Afrikaanse korporatiewe tesourier Eskom en ‘n generiese Suid-Afrikaanse vlak 1 bank. Die modelle wissel van eenvoudig tot kompleks. Die Monte Carlo model word aanvaar as die mees akkuraatste, vanwee sy komplekse onderliggende modellering van die kort-rentekoerse, asook sy onderliggende verwagte krediet blootstelling simulasie. Korporatiewe tesouriers beskik dikwels nie oor die nodige hulpbronne om kredietwaardeaanpassing s te bereken met ‘n gesofistikeerde model nie. As gevolg van data en ander hulpbron uitdagings, berus dit op die korporatiewe tesouriers om met kreatiewe alternatiewe voorendag te kom vir die hantering van kredietwaardeaanpassings tot hul finanisiele posisies. Dus moet semi-analitiese metodes en data beramings ondersoek word. In die studie word gevind dat hierdie eenvoudiger semi-analitiese metodes nie oor die nodige…p> Advisors/Committee Members: Van der Merwe, Carel Johannes, Stellenbosch University. Faculty of Economic and Management Sciences. Dept. of Statistics and Actuarial Science..

Subjects/Keywords: Derivative securities – South Africa; Counterparty risk – South Africa; Financial statements – Standards; Credit value adjustment; Debit value adjustment; UCTD

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APA (6^th Edition):

De Jager, L. P. (2017). Credit and debit value adjustment estimations in the data sparse South African market. (Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/100846

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

De Jager, Louis Porter. “Credit and debit value adjustment estimations in the data sparse South African market.” 2017. Thesis, Stellenbosch University. Accessed January 17, 2021. http://hdl.handle.net/10019.1/100846.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

De Jager, Louis Porter. “Credit and debit value adjustment estimations in the data sparse South African market.” 2017. Web. 17 Jan 2021.

Vancouver:

De Jager LP. Credit and debit value adjustment estimations in the data sparse South African market. [Internet] [Thesis]. Stellenbosch University; 2017. [cited 2021 Jan 17]. Available from: http://hdl.handle.net/10019.1/100846.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

De Jager LP. Credit and debit value adjustment estimations in the data sparse South African market. [Thesis]. Stellenbosch University; 2017. Available from: http://hdl.handle.net/10019.1/100846

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Otago

6. Reynolds, Murray. What motivates New Zealand firms to use derivative instruments and does their use add value? .

Degree: 2011, University of Otago

URL: http://hdl.handle.net/10523/1268

► Many firms use derivative instruments as part of their strategic financial management. This study examines the motivations behind New Zealand firms' use of derivative instruments.… (more)

Subjects/Keywords: derivative instruments; strategic financial management; New Zealand firms; fair value; contract value; firm's capital structure; Investment Opportunity Set

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APA (6^th Edition):

Reynolds, M. (2011). What motivates New Zealand firms to use derivative instruments and does their use add value? . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/1268

Chicago Manual of Style (16^th Edition):

Reynolds, Murray. “What motivates New Zealand firms to use derivative instruments and does their use add value? .” 2011. Masters Thesis, University of Otago. Accessed January 17, 2021. http://hdl.handle.net/10523/1268.

MLA Handbook (7^th Edition):

Reynolds, Murray. “What motivates New Zealand firms to use derivative instruments and does their use add value? .” 2011. Web. 17 Jan 2021.

Vancouver:

Reynolds M. What motivates New Zealand firms to use derivative instruments and does their use add value? . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2021 Jan 17]. Available from: http://hdl.handle.net/10523/1268.

Council of Science Editors:

Reynolds M. What motivates New Zealand firms to use derivative instruments and does their use add value? . [Masters Thesis]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/1268

Addis Ababa University

7. Yared, Leliso. CORRELATION OF CBR VALUE WITH SOIL INDEX PROPERTIES FOR ADDIS ABABA SUBGRADE SOILS .

Degree: 2014, Addis Ababa University

URL: http://etd.aau.edu.et/dspace/handle/123456789/4087

► The unique nature of soil properties as it appears naturally is that being divergent spatially and seasonally beyond the designer’s control. Geotechnical engineers usually attempts… (more)

Subjects/Keywords: CORRELATION; CBR VALUE WITH SOIL; SUBGRADE SOILS

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APA (6^th Edition):

Yared, L. (2014). CORRELATION OF CBR VALUE WITH SOIL INDEX PROPERTIES FOR ADDIS ABABA SUBGRADE SOILS . (Thesis). Addis Ababa University. Retrieved from http://etd.aau.edu.et/dspace/handle/123456789/4087

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Yared, Leliso. “CORRELATION OF CBR VALUE WITH SOIL INDEX PROPERTIES FOR ADDIS ABABA SUBGRADE SOILS .” 2014. Thesis, Addis Ababa University. Accessed January 17, 2021. http://etd.aau.edu.et/dspace/handle/123456789/4087.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Yared, Leliso. “CORRELATION OF CBR VALUE WITH SOIL INDEX PROPERTIES FOR ADDIS ABABA SUBGRADE SOILS .” 2014. Web. 17 Jan 2021.

Vancouver:

Yared L. CORRELATION OF CBR VALUE WITH SOIL INDEX PROPERTIES FOR ADDIS ABABA SUBGRADE SOILS . [Internet] [Thesis]. Addis Ababa University; 2014. [cited 2021 Jan 17]. Available from: http://etd.aau.edu.et/dspace/handle/123456789/4087.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yared L. CORRELATION OF CBR VALUE WITH SOIL INDEX PROPERTIES FOR ADDIS ABABA SUBGRADE SOILS . [Thesis]. Addis Ababa University; 2014. Available from: http://etd.aau.edu.et/dspace/handle/123456789/4087

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

8. Elmi, Mohamed Abdillahi. Détection des changements de points multiples et inférence du modèle autorégressif à seuil : Detection of abrupt changes and autoregressive models.

Degree: Docteur es, Mathématiques et applications, 2018, Bourgogne Franche-Comté

URL: http://www.theses.fr/2018UBFCD005

► Cette thèse est composée de deux parties: une première partie traite le problème de changement de régime et une deuxième partie concerne le processusautorégressif à… (more)

▼ Cette thèse est composée de deux parties: une première partie traite le problème de changement de régime et une deuxième partie concerne le processusautorégressif à seuil dont les innovations ne sont pas indépendantes. Toutefois, ces deux domaines de la statistique et des probabilités se rejoignent dans la littérature et donc dans mon projet de recherche. Dans la première partie, nous étudions le problème de changements derégime. Il existe plusieurs méthodes pour la détection de ruptures mais les principales méthodes sont : la méthode de moindres carrés pénalisés (PLS)et la méthode de derivée filtrée (FD) introduit par Basseville et Nikirov. D’autres méthodes existent telles que la méthode Bayésienne de changementde points. Nous avons validé la nouvelle méthode de dérivée filtrée et taux de fausses découvertes (FDqV) sur des données réelles (des données du vent sur des éoliennes et des données du battement du coeur). Bien naturellement, nous avons donné une extension de la méthode FDqV sur le cas des variables aléatoires faiblement dépendantes.Dans la deuxième partie, nous étudions le modèle autorégressif à seuil (en anglais Threshold Autoregessive Model (TAR)). Le TAR est étudié dans la littérature par plusieurs auteurs tels que Tong(1983), Petrucelli(1984, 1986), Chan(1993). Les applications du modèle TAR sont nombreuses par exemple en économie, en biologie, l'environnement, etc. Jusqu'à présent, le modèle TAR étudié concerne le cas où les innovations sont indépendantes. Dans ce projet, nous avons étudié le cas où les innovations sont non corrélées. Nous avons établi les comportements asymptotiques des estimateurs du modèle. Ces résultats concernent la convergence presque sûre, la convergence en loi et la convergence uniforme des paramètres. p>This thesis has two parts: the first part deals the change points problem and the second concerns the weak threshold autoregressive model (TAR); the errors are not correlated.In the first part, we treat the change point analysis. In the litterature, it exists two popular methods: The Penalized Least Square (PLS) and the Filtered Derivative introduced by Basseville end Nikirov.We give a new method of filtered derivative and false discovery rate (FDqV) on real data (the wind turbines and heartbeats series). Also, we studied an extension of FDqV method on weakly dependent random variables.In the second part, we spotlight the weak threshold autoregressive (TAR) model. The TAR model is studied by many authors such that Tong(1983), Petrucelli(1984, 1986). there exist many applications, for example in economics, biological and many others. The weak TAR model treated is the case where the innovations are not correlated.p> Advisors/Committee Members: Saussereau, Bruno (thesis director), Bertrand, Pierre (thesis director).

Subjects/Keywords: Dérivées filtrées; Fausses alarmes; Changement de points; Taux de fausses découvertes; Modèles autorégressif; Série temporelle; Filtered Derivative; False alarms; Change points; False Discovery Rate; Autoressive models; Time series; 510; 60G35; 62M20; 65-XX; 62M10

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APA (6^th Edition):

Elmi, M. A. (2018). Détection des changements de points multiples et inférence du modèle autorégressif à seuil : Detection of abrupt changes and autoregressive models. (Doctoral Dissertation). Bourgogne Franche-Comté. Retrieved from http://www.theses.fr/2018UBFCD005

Chicago Manual of Style (16^th Edition):

Elmi, Mohamed Abdillahi. “Détection des changements de points multiples et inférence du modèle autorégressif à seuil : Detection of abrupt changes and autoregressive models.” 2018. Doctoral Dissertation, Bourgogne Franche-Comté. Accessed January 17, 2021. http://www.theses.fr/2018UBFCD005.

MLA Handbook (7^th Edition):

Elmi, Mohamed Abdillahi. “Détection des changements de points multiples et inférence du modèle autorégressif à seuil : Detection of abrupt changes and autoregressive models.” 2018. Web. 17 Jan 2021.

Vancouver:

Elmi MA. Détection des changements de points multiples et inférence du modèle autorégressif à seuil : Detection of abrupt changes and autoregressive models. [Internet] [Doctoral dissertation]. Bourgogne Franche-Comté; 2018. [cited 2021 Jan 17]. Available from: http://www.theses.fr/2018UBFCD005.

Council of Science Editors:

Elmi MA. Détection des changements de points multiples et inférence du modèle autorégressif à seuil : Detection of abrupt changes and autoregressive models. [Doctoral Dissertation]. Bourgogne Franche-Comté; 2018. Available from: http://www.theses.fr/2018UBFCD005

University of Texas – Austin

9. -2384-8293. AVA analysis and modeling of multi-component seismic wave modes (P-P, P-SV and SV-P): Wolfberry Play Midland Basin, Texas.

Degree: MSin Geological Sciences, Geological sciences, 2015, University of Texas – Austin

URL: http://hdl.handle.net/2152/34094

► In this study, amplitude variation with angle (AVA) of different seismic wave modes, P-P, P-SV and SV-P, will be evaluated. AVA analysis can provide important… (more)

Subjects/Keywords: Multi-component; Seismic data; Amplitud variation with angle; AVA; AVO; P-P; P-SV; SV-P

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APA (6^th Edition):

-2384-8293. (2015). AVA analysis and modeling of multi-component seismic wave modes (P-P, P-SV and SV-P): Wolfberry Play Midland Basin, Texas. (Masters Thesis). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/34094

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16^th Edition):

-2384-8293. “AVA analysis and modeling of multi-component seismic wave modes (P-P, P-SV and SV-P): Wolfberry Play Midland Basin, Texas.” 2015. Masters Thesis, University of Texas – Austin. Accessed January 17, 2021. http://hdl.handle.net/2152/34094.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7^th Edition):

-2384-8293. “AVA analysis and modeling of multi-component seismic wave modes (P-P, P-SV and SV-P): Wolfberry Play Midland Basin, Texas.” 2015. Web. 17 Jan 2021.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

-2384-8293. AVA analysis and modeling of multi-component seismic wave modes (P-P, P-SV and SV-P): Wolfberry Play Midland Basin, Texas. [Internet] [Masters thesis]. University of Texas – Austin; 2015. [cited 2021 Jan 17]. Available from: http://hdl.handle.net/2152/34094.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

-2384-8293. AVA analysis and modeling of multi-component seismic wave modes (P-P, P-SV and SV-P): Wolfberry Play Midland Basin, Texas. [Masters Thesis]. University of Texas – Austin; 2015. Available from: http://hdl.handle.net/2152/34094

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

National University of Ireland – Galway

10. Simpkin, Andrew. Derivative Estimation in Noisy Data; an Additive Penalty P-Spline Approach .

Degree: 2010, National University of Ireland – Galway

URL: http://hdl.handle.net/10379/2002

► In many situations it is of primary interest to estimate the rate of change of the relationship between response and explanatory variables. In this thesis… (more)

Subjects/Keywords: Derivative Estimation; P-Splines; Additive Penalty; Smoothing

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APA (6^th Edition):

Simpkin, A. (2010). Derivative Estimation in Noisy Data; an Additive Penalty P-Spline Approach . (Thesis). National University of Ireland – Galway. Retrieved from http://hdl.handle.net/10379/2002

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Simpkin, Andrew. “Derivative Estimation in Noisy Data; an Additive Penalty P-Spline Approach .” 2010. Thesis, National University of Ireland – Galway. Accessed January 17, 2021. http://hdl.handle.net/10379/2002.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Simpkin, Andrew. “Derivative Estimation in Noisy Data; an Additive Penalty P-Spline Approach .” 2010. Web. 17 Jan 2021.

Vancouver:

Simpkin A. Derivative Estimation in Noisy Data; an Additive Penalty P-Spline Approach . [Internet] [Thesis]. National University of Ireland – Galway; 2010. [cited 2021 Jan 17]. Available from: http://hdl.handle.net/10379/2002.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Simpkin A. Derivative Estimation in Noisy Data; an Additive Penalty P-Spline Approach . [Thesis]. National University of Ireland – Galway; 2010. Available from: http://hdl.handle.net/10379/2002

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Virginia Commonwealth University

11. Dorminey, Jack. Fair-Value Accounting of Derivatives and the Heterogeneity of Investor Beliefs.

Degree: PhD, Accounting, 2009, Virginia Commonwealth University

URL: https://doi.org/10.25772/GPJC-BF53 ; https://scholarscompass.vcu.edu/etd/1705

► Using a sample of 51 banking organizations, I examine the effect of the Statement of Financial Accounting Standard 133 on the belief heterogeneity of market… (more)

▼ Using a sample of 51 banking organizations, I examine the effect of the Statement of Financial Accounting Standard 133 on the belief heterogeneity of market participants and how this heterogeneity affects abnormal trading volume surrounding earnings announcements. SFAS 133 is the first standard to require that all derivatives be recognized at fair-value and that the fluctuations in derivative fair-values be reported in either net income or other comprehensive income. The behavior of derivative instruments and the fair-valuation and treatment prescribed by SFAS 133 are complex. Due to the underlying complexity of both derivatives and the accounting treatment prescribed by the SFAS 133 standard, I expect that investors may have differing interpretations of the newly provided information. My hypothesis is that the income effects arising from the fair-value accounting for derivatives (SFAS 133) are associated with an increase in differing beliefs among individuals. I find that the income effects of SFAS 133 are significantly and positively related to belief heterogeneity among investors. The net income and other comprehensive income effects of SFAS 133 are significantly and positively related to increasing levels of abnormal trading volume surrounding earnings announcements. Additionally, levels of SFAS 133 net income is positively and significantly associated with three measures of belief heterogeneity derived from analysts’ forecasts. In an extended analysis I model the SFAS 133 income effects on abnormal volume using the three belief heterogeneity measures as the conduit. I find support for two of the three heterogeneity measures acting as a conduit for the effect of the SFAS 133 related income measures on abnormal volume. The results of this study indicate that, while the recognized fair-value of derivatives is value relevant to equity prices (Ahmed, Kilic, & Lobo, 2006), the income effects of the same financial standard causes heterogeneity in beliefs about the firm. This suggests that, at least in the case of derivative fair-values, there exists a trade-off between value relevance and the strength of consensus surrounding beliefs in the market. Advisors/Committee Members: Jayaraman Vijayakumar, Myung S. Park.

Subjects/Keywords: fair-value; derivative; belief heterogeneity; abnormal volume; Accounting; Business

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APA (6^th Edition):

Dorminey, J. (2009). Fair-Value Accounting of Derivatives and the Heterogeneity of Investor Beliefs. (Doctoral Dissertation). Virginia Commonwealth University. Retrieved from https://doi.org/10.25772/GPJC-BF53 ; https://scholarscompass.vcu.edu/etd/1705

Chicago Manual of Style (16^th Edition):

Dorminey, Jack. “Fair-Value Accounting of Derivatives and the Heterogeneity of Investor Beliefs.” 2009. Doctoral Dissertation, Virginia Commonwealth University. Accessed January 17, 2021. https://doi.org/10.25772/GPJC-BF53 ; https://scholarscompass.vcu.edu/etd/1705.

MLA Handbook (7^th Edition):

Dorminey, Jack. “Fair-Value Accounting of Derivatives and the Heterogeneity of Investor Beliefs.” 2009. Web. 17 Jan 2021.

Vancouver:

Dorminey J. Fair-Value Accounting of Derivatives and the Heterogeneity of Investor Beliefs. [Internet] [Doctoral dissertation]. Virginia Commonwealth University; 2009. [cited 2021 Jan 17]. Available from: https://doi.org/10.25772/GPJC-BF53 ; https://scholarscompass.vcu.edu/etd/1705.

Council of Science Editors:

Dorminey J. Fair-Value Accounting of Derivatives and the Heterogeneity of Investor Beliefs. [Doctoral Dissertation]. Virginia Commonwealth University; 2009. Available from: https://doi.org/10.25772/GPJC-BF53 ; https://scholarscompass.vcu.edu/etd/1705

Georgia Tech

12. Tetik, Halil Sahin. A framework for value-driven aircraft family design for dynamic market systems under uncertainty and strategic competition.

Degree: PhD, Aerospace Engineering, 2016, Georgia Tech

URL: http://hdl.handle.net/1853/56352

► Aircraft family design and production is a complicated process that includes numerous decisions across various disciplines, where these decisions should be made in a coordinated… (more)

▼ Aircraft family design and production is a complicated process that includes numerous decisions across various disciplines, where these decisions should be made in a coordinated manner to maximize the program value. Successful commercial aircraft programs hint that increasing the commonality between different products is not necessarily the goal, but a common and a useful tool for aircraft manufacturers to introduce multiple products to the market with reduced research, development, and production time, uncertainty, and costs. However, in order to make sound and value-adding decisions throughout the family program lifecycle, engineering aspect of the family design problem should be considered concurrently with the manufacturing and marketing aspects. The large commercial aircraft market, specifically the narrow-body market, consists of unique features that must be captured in order to provide a realistic model. Most importantly, due to high entry costs, there are only a few firms that offer a variety of products sharing common parts to serve different segments. Historically a duopoly, over the last years, new firms have been entering the narrow-body market encouraged by the fast growth of the total market demand. From an entrant’s perspective, the evolution of the market must be analyzed for multiple decades before an entry decision is made as any value-oriented firm will try to ensure, even before initiating the R&D investment, some anticipation for a positive balance at the end of a program. These observations extend the market-focused product family design problem, which naturally includes the commonality and commercial value considerations, to also account for segment-level entry/exit options, competitive reactions, as well as endogenous and exogenous uncertainty associated with the firm-specific and market-specific dynamics. The analyses required for such a complex problem are not included in the traditional design methodologies. To bridge this gap, a competitive product family design methodology is created. At the core of the framework is a multi-product, multi-firm dynamic market simulation featuring two types of players: the incumbent firms and the new entrants. The main motivation of these players is to maximize the family program value by making economic and financial decisions under uncertainty and strategic competition. The stochastic game in that stage is modeled as a competitive Markov Decision Process in which the players act non-cooperatively and make value-maximizing decisions based on the fore-mentioned elements. The model utilized in this stage is an Ericson-Pakes class Industrial Organization model which allows the firms to enter/exit at segment level and decide on strategic control variables for the in-production aircraft. It is hypothesized that the combination of an Industrial Organization model with Monte Carlo Simulations will allow the designers to better estimate the expected program value and quantify risk in the early design phase. In the example case study, an experiment was conducted to… Advisors/Committee Members: Mavris, Dimitri N. (advisor), Schrage, Daniel P. (committee member), Ozturk, Cem O. (committee member), Pfaender, Jens H. (committee member), Vicentini, Gustavo (committee member).

Subjects/Keywords: Product family design; Aircraft design; Value-driven design; Competition; Industrial organization; Microeconomics; Market entry; Derivative design

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APA (6^th Edition):

Tetik, H. S. (2016). A framework for value-driven aircraft family design for dynamic market systems under uncertainty and strategic competition. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/56352

Chicago Manual of Style (16^th Edition):

Tetik, Halil Sahin. “A framework for value-driven aircraft family design for dynamic market systems under uncertainty and strategic competition.” 2016. Doctoral Dissertation, Georgia Tech. Accessed January 17, 2021. http://hdl.handle.net/1853/56352.

MLA Handbook (7^th Edition):

Tetik, Halil Sahin. “A framework for value-driven aircraft family design for dynamic market systems under uncertainty and strategic competition.” 2016. Web. 17 Jan 2021.

Vancouver:

Tetik HS. A framework for value-driven aircraft family design for dynamic market systems under uncertainty and strategic competition. [Internet] [Doctoral dissertation]. Georgia Tech; 2016. [cited 2021 Jan 17]. Available from: http://hdl.handle.net/1853/56352.

Council of Science Editors:

Tetik HS. A framework for value-driven aircraft family design for dynamic market systems under uncertainty and strategic competition. [Doctoral Dissertation]. Georgia Tech; 2016. Available from: http://hdl.handle.net/1853/56352

13. Mandal, Sonik. Three Essays on CEO Risk Preferences, and Ability, Corporate Hedging Decisions, and Investor Sentiment.

Degree: PhD, 2018, Old Dominion University

URL: 9780438991712 ; https://digitalcommons.odu.edu/finance_etds/11

► The derivative hedging research has looked at why firms and how firms hedge and if it increases value for their shareholders. In this dissertation… (more)

▼ The derivative hedging research has looked at why firms and how firms hedge and if it increases value for their shareholders. In this dissertation we investigate the relation between CEO risk preferences and ability and whether if affects their hedging decisions and firm value. In our first essay, we challenge the theory and previous empirical evidence that showed CEO risk preferences affects hedging. Using a sample of Fortune 500 firms and 5 years of panel data, and using inside debt (i.e., CEO pension and deferred compensation) and the CEO Vega and CEO Delta, as proxies of CEO risk preferences, we document that neither risk-averse (i.e., debt like compensation) nor risk-seeking (i.e., convex compensation) inducing CEO compensation packages influence corporate hedging. Moreover, we find CEOs who have more previous work experience and high job tenure to be positively related to hedging. Essay 2 examines the hedging intensity and market value sensitivity of firms run by CEOs with different risk preferences. We find derivatives hedging intensities of risk-seeking and risk-averse CEOs to be fairly similar, suggesting that compensation contracts designed to motivate risk-seeking (less hedging) behavior do not succeed to alter CEOs’ inherent risk-aversion. We also find, that if the underline asset prices change by three standard deviations the average firm’s derivatives portfolio creates only modest gains for both types of CEOs. These results seem consistent with the view that hedging is just an insurance policy and not a firm value increasing strategy. In Essay 3, we investigate whether high-ability managers are more likely to engage in hedging to reduce the level of information asymmetry with the aim of protecting their reputation capital in a competitive executive labor market, as predicted by the theory of managerial responses to asymmetric information. We find that high-ability managers do not engage in greater hedging than their low-ability counterparts as the theory of managerial responses to asymmetric information predicts. Specifically, the results show that high-ability managers significantly increase firm value, but they do not undertake more hedging than low-ability managers who fail to increase firm value. Our findings suggest that high-ability managers safeguard their reputation capital through effective implementation of value increasing strategies than through hedging implying that they view hedging as an insurance policy against exogenous uncertainties. Overall, this dissertation investigates how CEO risk preferences and ability, affects their hedging decisions and if they increase firm value. Given the widespread use of derivatives for risk management purposes, the findings of this dissertation that hedging is not the main risk management strategy by CEOs (only 10-11% of total assets) and similar hedging intensities of risk seeking and risk averse CEOs questions the validity of the convex compensation contracts designed to make CEOs take more risk and suggests that hedging… Advisors/Committee Members: John A. Doukas, Mohammad Najand, David Selover.

Subjects/Keywords: CEO compensation; CEO risk preferences; Derivative hedging; Firm value; Managerial ability; Business Administration, Management, and Operations; Finance and Financial Management

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APA (6^th Edition):

Mandal, S. (2018). Three Essays on CEO Risk Preferences, and Ability, Corporate Hedging Decisions, and Investor Sentiment. (Doctoral Dissertation). Old Dominion University. Retrieved from 9780438991712 ; https://digitalcommons.odu.edu/finance_etds/11

Chicago Manual of Style (16^th Edition):

Mandal, Sonik. “Three Essays on CEO Risk Preferences, and Ability, Corporate Hedging Decisions, and Investor Sentiment.” 2018. Doctoral Dissertation, Old Dominion University. Accessed January 17, 2021. 9780438991712 ; https://digitalcommons.odu.edu/finance_etds/11.

MLA Handbook (7^th Edition):

Mandal, Sonik. “Three Essays on CEO Risk Preferences, and Ability, Corporate Hedging Decisions, and Investor Sentiment.” 2018. Web. 17 Jan 2021.

Vancouver:

Mandal S. Three Essays on CEO Risk Preferences, and Ability, Corporate Hedging Decisions, and Investor Sentiment. [Internet] [Doctoral dissertation]. Old Dominion University; 2018. [cited 2021 Jan 17]. Available from: 9780438991712 ; https://digitalcommons.odu.edu/finance_etds/11.

Council of Science Editors:

Mandal S. Three Essays on CEO Risk Preferences, and Ability, Corporate Hedging Decisions, and Investor Sentiment. [Doctoral Dissertation]. Old Dominion University; 2018. Available from: 9780438991712 ; https://digitalcommons.odu.edu/finance_etds/11

14. Filippin, Fernanda Branco. Avaliação da atividade citotóxica e melanogênica do complexo de platina (II) com derivado de hidantoína em melanoma.

Degree: Mestrado, Toxicologia e Análises Toxicológicas, 2013, University of São Paulo

URL: http://www.teses.usp.br/teses/disponiveis/9/9141/tde-15012014-151634/ ;

► Considerando o melanoma a forma mais agressivas de câncer de pele e mais resistente aos tratamentos convencionais, o presente estudo teve como objetivo avaliar a… (more)

▼ Considerando o melanoma a forma mais agressivas de câncer de pele e mais resistente aos tratamentos convencionais, o presente estudo teve como objetivo avaliar a atividade de um novo complexo de platina (II) com derivado de hidantoína (CX42) em células de melanoma humano e murino. Foram utilizados também para comparação células da pele (fibroblastos, queratinócitos e melanócitos) e os compostos cisplatina (CIS) e complexo de hidantoína isolado (NN10). Ensaios de viabilidade, ciclo e morte celular foram realizados. Investigou-se também a atividade da enzima tirosinase, principal enzima que regula a síntese de melanina durante o processo conhecido como melanogênese. Como resultados, obteve-se a diminuição da viabilidade celular e parada de ciclo na fase G0/G1 nas células de melanoma, principalmente na linhagem murina B16F10, frente ao composto CX42. Em células B16F10, foi possível observar estímulo na melanogênese, com aumento da atividade da enzima tirosinase. O CX42 apresentou uma atividade com efeito citostático nas células de melanoma, não sendo observado efeito citotóxico nas células da pele. Ainda, com a prévia estimulação da melanogênese, o CX42 apresentou-se mais efetivo, aumentando a morte celular em 40% por apoptose. Portanto, conclui-se que o CX42 diminuiu a viabilidade celular e seu efeito foi mais intenso quando as células apresentavam-se pigmentadas, demonstrando indução da tirosinase e da morte celular, atributo importante para potenciais novos fármacos anti-melanoma. p>Since melanoma is one of the most aggressive forms of skin cancer and more resistant to conventional treatments, the present study aimed to evaluate the activity of a new platinum complex (II) with hydantoin derivative (CX42) in melanoma cells human and murine. Skin cells (fibroblasts, keratinocytes and melanocytes) were used as control and the compounds cisplatin (CIS) and hydantoin compound alone (NN10) were also evaluated. Viability assays, cell cycle analysis and cell death characterization were performed. Likewise, the activity of tyrosinase, the key enzyme that regulates melanin synthesis during the process known as melanogenesis, was also investigated. The results demonstrated a reduction in cell viability and cell cycle arrest in G0/G1 phase of murine melanoma B16F10 treated with CX42. In B16F10 cells, it was also observed melanogenesis stimulation with increased activity of tyrosinase. The CX42 showed a selective cytostatic effect on melanoma cells, however no toxic effects were observed in skin cells. In addition, with prior stimulation of melanogenesis, the CX42 demonstrated to be more effective, increasing apoptosis cell death in 40%. Therefore, the results demonstrated that CX42 decreased cell viability and the intensity of its effect is associated with cell pigmentation, demonstrating an association between tyrosinase high activity and induction of cell death which is an important attribute for new potential anti - tumoral drugs.p> Advisors/Committee Members: Maria-Engler, Silvya Stuchi.

Subjects/Keywords: Complex of platinum (II) with hydantoin derivative; Complexo de platina (II) com derivado de hidantoína; Melanogênese; Melanogenesis; Melanoma; Melanoma; Tirosinase; Tyrosinase

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APA (6^th Edition):

Filippin, F. B. (2013). Avaliação da atividade citotóxica e melanogênica do complexo de platina (II) com derivado de hidantoína em melanoma. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/9/9141/tde-15012014-151634/ ;

Chicago Manual of Style (16^th Edition):

Filippin, Fernanda Branco. “Avaliação da atividade citotóxica e melanogênica do complexo de platina (II) com derivado de hidantoína em melanoma.” 2013. Masters Thesis, University of São Paulo. Accessed January 17, 2021. http://www.teses.usp.br/teses/disponiveis/9/9141/tde-15012014-151634/ ;.

MLA Handbook (7^th Edition):

Filippin, Fernanda Branco. “Avaliação da atividade citotóxica e melanogênica do complexo de platina (II) com derivado de hidantoína em melanoma.” 2013. Web. 17 Jan 2021.

Vancouver:

Filippin FB. Avaliação da atividade citotóxica e melanogênica do complexo de platina (II) com derivado de hidantoína em melanoma. [Internet] [Masters thesis]. University of São Paulo; 2013. [cited 2021 Jan 17]. Available from: http://www.teses.usp.br/teses/disponiveis/9/9141/tde-15012014-151634/ ;.

Council of Science Editors:

Filippin FB. Avaliação da atividade citotóxica e melanogênica do complexo de platina (II) com derivado de hidantoína em melanoma. [Masters Thesis]. University of São Paulo; 2013. Available from: http://www.teses.usp.br/teses/disponiveis/9/9141/tde-15012014-151634/ ;

Dalhousie University

15. Reddick, Edward. EVALUATION OF INFERENCE METHODS IN GLMMS FOR ECOLOGICAL MODELING.

Degree: MS, Department of Mathematics & Statistics - Statistics Division, 2011, Dalhousie University

URL: http://hdl.handle.net/10222/13184

► Inference in generalized linear mixed models (GLMM) remains a topic of debate. Baayen, Davidson, and Bates (2008) outlines criticism against conventional ways of performing inference… (more)

Subjects/Keywords: GLMM; Poisson; Temporal Trend; P-value; Parametric Bootstrapping

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APA (6^th Edition):

Reddick, E. (2011). EVALUATION OF INFERENCE METHODS IN GLMMS FOR ECOLOGICAL MODELING. (Masters Thesis). Dalhousie University. Retrieved from http://hdl.handle.net/10222/13184

Chicago Manual of Style (16^th Edition):

Reddick, Edward. “EVALUATION OF INFERENCE METHODS IN GLMMS FOR ECOLOGICAL MODELING.” 2011. Masters Thesis, Dalhousie University. Accessed January 17, 2021. http://hdl.handle.net/10222/13184.

MLA Handbook (7^th Edition):

Reddick, Edward. “EVALUATION OF INFERENCE METHODS IN GLMMS FOR ECOLOGICAL MODELING.” 2011. Web. 17 Jan 2021.

Vancouver:

Reddick E. EVALUATION OF INFERENCE METHODS IN GLMMS FOR ECOLOGICAL MODELING. [Internet] [Masters thesis]. Dalhousie University; 2011. [cited 2021 Jan 17]. Available from: http://hdl.handle.net/10222/13184.

Council of Science Editors:

Reddick E. EVALUATION OF INFERENCE METHODS IN GLMMS FOR ECOLOGICAL MODELING. [Masters Thesis]. Dalhousie University; 2011. Available from: http://hdl.handle.net/10222/13184

Vanderbilt University

16. Chipman, Jonathan Joseph. Sequential Rematched Randomization and Adaptive Monitoring with the Second-Generation p-Value to increase the efficiency and efficacy of Randomized Clinical Trials.

Degree: PhD, Biostatistics, 2019, Vanderbilt University

URL: http://hdl.handle.net/1803/12577

► Randomized Trials are considered the gold standard in establishing the benefit of an intervention with the overall societal benefit of knowledge gained outweighing the collective… (more)

▼ Randomized Trials are considered the gold standard in establishing the benefit of an intervention with the overall societal benefit of knowledge gained outweighing the collective costs in time, money, human resources, etc. (Johnston, et al. 2006). However, trial costs may limit sample sizes and trials that end pre-maturely – before providing a clear clinical conclusion – leave important clinical questions unanswered. Sequential Rematched Randomization extends Sequential Matched Randomization (Kapelner and Krieger 2014) and provides greater covariate balance and increases the effective sample size. Sequential Rematched Randomization is able to achieve without model based adjustments nearly the same efficiency as fully-adjusting for baseline covariates using the form of the true model generating the outcomes. Better and finer baseline covariate balance aids in exploration of personalized medicine by providing more balance subgroups. Adaptive monitoring design that utilizes the Second Generation p-value (SGPV, Blume, et al. 2018) follows studies until either ruling out trivial effects or ruling out actionable effects. By requiring effects to be non-trivial, as opposed to simply non-null, it controls the probability of making a point-null type I error and reduces the false discovery probability. SGPV adaptive monitoring is very easy to implement; however, estimating the operating characteristics for a given study design is challenging. Thus, we introduce easy to use software to estimate the operating characteristics of the adaptive monitoring design and explore the impact of various design choices. Based on extensive simulations, we provide practical recommendations to the adaptive monitoring design to control the type I error and reduce the risk of an inconclusive study when outcomes are not observed immediately relative to enrollment. Advisors/Committee Members: Dr. Lindsay Mayberry (committee member), Dr. Jeffrey Blume (committee member), Dr. Robert Alan Greevy, Jr (committee member), Dr. Frank Harrell (Committee Chair).

Subjects/Keywords: second generation p-value; adaptive monitoring; randomization; randomized controlled trials

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APA (6^th Edition):

Chipman, J. J. (2019). Sequential Rematched Randomization and Adaptive Monitoring with the Second-Generation p-Value to increase the efficiency and efficacy of Randomized Clinical Trials. (Doctoral Dissertation). Vanderbilt University. Retrieved from http://hdl.handle.net/1803/12577

Chicago Manual of Style (16^th Edition):

Chipman, Jonathan Joseph. “Sequential Rematched Randomization and Adaptive Monitoring with the Second-Generation p-Value to increase the efficiency and efficacy of Randomized Clinical Trials.” 2019. Doctoral Dissertation, Vanderbilt University. Accessed January 17, 2021. http://hdl.handle.net/1803/12577.

MLA Handbook (7^th Edition):

Chipman, Jonathan Joseph. “Sequential Rematched Randomization and Adaptive Monitoring with the Second-Generation p-Value to increase the efficiency and efficacy of Randomized Clinical Trials.” 2019. Web. 17 Jan 2021.

Vancouver:

Chipman JJ. Sequential Rematched Randomization and Adaptive Monitoring with the Second-Generation p-Value to increase the efficiency and efficacy of Randomized Clinical Trials. [Internet] [Doctoral dissertation]. Vanderbilt University; 2019. [cited 2021 Jan 17]. Available from: http://hdl.handle.net/1803/12577.

Council of Science Editors:

Chipman JJ. Sequential Rematched Randomization and Adaptive Monitoring with the Second-Generation p-Value to increase the efficiency and efficacy of Randomized Clinical Trials. [Doctoral Dissertation]. Vanderbilt University; 2019. Available from: http://hdl.handle.net/1803/12577

Universidade Nova

17. Meyers, Régine. Fair value measurement: Is the debate around level II and level III assets and liabilities relevant.

Degree: 2014, Universidade Nova

URL: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/14925

► Double Degree. A Work Project presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA- School of… (more)

Subjects/Keywords: Fair value; Level II; Level III; S&P 500

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APA (6^th Edition):

Meyers, R. (2014). Fair value measurement: Is the debate around level II and level III assets and liabilities relevant. (Thesis). Universidade Nova. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/14925

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Meyers, Régine. “Fair value measurement: Is the debate around level II and level III assets and liabilities relevant.” 2014. Thesis, Universidade Nova. Accessed January 17, 2021. http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/14925.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Meyers, Régine. “Fair value measurement: Is the debate around level II and level III assets and liabilities relevant.” 2014. Web. 17 Jan 2021.

Vancouver:

Meyers R. Fair value measurement: Is the debate around level II and level III assets and liabilities relevant. [Internet] [Thesis]. Universidade Nova; 2014. [cited 2021 Jan 17]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/14925.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Meyers R. Fair value measurement: Is the debate around level II and level III assets and liabilities relevant. [Thesis]. Universidade Nova; 2014. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/14925

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Halmstad University

18. Norrman, Henrik. Estimating p-values for outlier detection.

Degree: Computer and Electrical Engineering (IDE), 2014, Halmstad University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-25662

► Outlier detection is useful in a vast numbers of different domains, wherever there is data and a need for analysis. The research area related… (more)

Subjects/Keywords: p-value; outlier; cad; ocsvm; Computer Sciences; Datavetenskap (datalogi)

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APA (6^th Edition):

Norrman, H. (2014). Estimating p-values for outlier detection. (Thesis). Halmstad University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-25662

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Norrman, Henrik. “Estimating p-values for outlier detection.” 2014. Thesis, Halmstad University. Accessed January 17, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-25662.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Norrman, Henrik. “Estimating p-values for outlier detection.” 2014. Web. 17 Jan 2021.

Vancouver:

Norrman H. Estimating p-values for outlier detection. [Internet] [Thesis]. Halmstad University; 2014. [cited 2021 Jan 17]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-25662.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Norrman H. Estimating p-values for outlier detection. [Thesis]. Halmstad University; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-25662

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Missouri University of Science and Technology

19. Hu, Xiaojun. Distributional aspects of P-value and their use in multiple testing situations.

Degree: PhD, Mathematics, Missouri University of Science and Technology

URL: https://scholarsmine.mst.edu/doctoral_dissertations/1722

► "High dimensional experiments (HDEs) involving thousands of simultaneous hypothesis tests have become more prevalent in recent years. Several statistical methods that have been proposed for… (more)

Subjects/Keywords: Microarray experiment; P-value; Mathematics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Hu, X. (n.d.). Distributional aspects of P-value and their use in multiple testing situations. (Doctoral Dissertation). Missouri University of Science and Technology. Retrieved from https://scholarsmine.mst.edu/doctoral_dissertations/1722

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Chicago Manual of Style (16^th Edition):

Hu, Xiaojun. “Distributional aspects of P-value and their use in multiple testing situations.” Doctoral Dissertation, Missouri University of Science and Technology. Accessed January 17, 2021. https://scholarsmine.mst.edu/doctoral_dissertations/1722.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

MLA Handbook (7^th Edition):

Hu, Xiaojun. “Distributional aspects of P-value and their use in multiple testing situations.” Web. 17 Jan 2021.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Hu X. Distributional aspects of P-value and their use in multiple testing situations. [Internet] [Doctoral dissertation]. Missouri University of Science and Technology; [cited 2021 Jan 17]. Available from: https://scholarsmine.mst.edu/doctoral_dissertations/1722.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Council of Science Editors:

Hu X. Distributional aspects of P-value and their use in multiple testing situations. [Doctoral Dissertation]. Missouri University of Science and Technology; Available from: https://scholarsmine.mst.edu/doctoral_dissertations/1722

Note: this citation may be lacking information needed for this citation format:
No year of publication.

20. Chen, Xiaohui. Bahadur Efficiencies for Statistics of Truncated P-value Combination Methods.

Degree: MS, 2018, Worcester Polytechnic Institute

URL: etd-043018-010835 ; https://digitalcommons.wpi.edu/etd-theses/1238

► Combination of p-values from multiple independent tests has been widely studied since 1930's. To find the optimal combination methods, various combiners such as Fisher's… (more)

Subjects/Keywords: signal detection; TFisher; Bahadur efficiency; $p$-value combination methods

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APA (6^th Edition):

Chen, X. (2018). Bahadur Efficiencies for Statistics of Truncated P-value Combination Methods. (Thesis). Worcester Polytechnic Institute. Retrieved from etd-043018-010835 ; https://digitalcommons.wpi.edu/etd-theses/1238

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Chen, Xiaohui. “Bahadur Efficiencies for Statistics of Truncated P-value Combination Methods.” 2018. Thesis, Worcester Polytechnic Institute. Accessed January 17, 2021. etd-043018-010835 ; https://digitalcommons.wpi.edu/etd-theses/1238.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Chen, Xiaohui. “Bahadur Efficiencies for Statistics of Truncated P-value Combination Methods.” 2018. Web. 17 Jan 2021.

Vancouver:

Chen X. Bahadur Efficiencies for Statistics of Truncated P-value Combination Methods. [Internet] [Thesis]. Worcester Polytechnic Institute; 2018. [cited 2021 Jan 17]. Available from: etd-043018-010835 ; https://digitalcommons.wpi.edu/etd-theses/1238.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen X. Bahadur Efficiencies for Statistics of Truncated P-value Combination Methods. [Thesis]. Worcester Polytechnic Institute; 2018. Available from: etd-043018-010835 ; https://digitalcommons.wpi.edu/etd-theses/1238

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Sydney

21. Wilson, Huon. Computing fast and accurate convolutions .

Degree: 2016, University of Sydney

URL: http://hdl.handle.net/2123/15169

► The analysis of data often models random components as a sum of in- dependent random variables (RVs). These RVs are often assumed to be lattice-valued,… (more)

Subjects/Keywords: convolution; p-value; numerical analysis; fast Fourier transform; FFT; floating point

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APA (6^th Edition):

Wilson, H. (2016). Computing fast and accurate convolutions . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/15169

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Wilson, Huon. “Computing fast and accurate convolutions .” 2016. Thesis, University of Sydney. Accessed January 17, 2021. http://hdl.handle.net/2123/15169.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Wilson, Huon. “Computing fast and accurate convolutions .” 2016. Web. 17 Jan 2021.

Vancouver:

Wilson H. Computing fast and accurate convolutions . [Internet] [Thesis]. University of Sydney; 2016. [cited 2021 Jan 17]. Available from: http://hdl.handle.net/2123/15169.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wilson H. Computing fast and accurate convolutions . [Thesis]. University of Sydney; 2016. Available from: http://hdl.handle.net/2123/15169

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

22. Haouas, Nabiha. Wind energy analysis and change point analysis : Analyse de l'énergie éolienne et analyse des points de changement.

Degree: Docteur es, Mathématiques Appliquées, 2015, Université Blaise-Pascale, Clermont-Ferrand II

URL: http://www.theses.fr/2015CLF22554

► L’énergie éolienne, l’une des énergies renouvelables les plus compétitives, est considérée comme une solution qui remédie aux inconvénients de l’énergie fossile. Pour une meilleure gestion… (more)

▼ L’énergie éolienne, l’une des énergies renouvelables les plus compétitives, est considérée comme une solution qui remédie aux inconvénients de l’énergie fossile. Pour une meilleure gestion et exploitation de cette énergie, des prévisions de sa production s’avèrent nécessaires. Les méthodes de prévisions utilisées dans la littérature permettent uniquement une prévision de la moyenne annuelle de cette production. Certains travaux récents proposent l’utilisation du Théorème Central Limite (TCL), sous des hypothèses non classiques, pour l’estimation de la production annuelle moyenne de l’énergie éolienne ainsi que sa variance pour une seule turbine. Nous proposons dans cette thèse une extension de ces travaux à un parc éolien par relaxation de l’hypothèse de stationnarité la vitesse du vent et la production d’énergie, en supposant que ces dernières sont saisonnières. Sous cette hypothèse la qualité de la prévision annuelle s’améliore considérablement. Nous proposons aussi de prévoir la production d’énergie éolienne au cours des quatre saisons de l’année. L’utilisation du modèle fractal, nous permet de trouver une division ”naturelle” de la série de la vitesse du vent afin d’affiner l’estimation de la production éolienne en détectant les points de ruptures. Dans les deux derniers chapitres, nous donnons des outils statistiques de la détection des points de ruptures et d’estimation des modèles fractals. p>The wind energy, one of the most competitive renewable energies, is considered as a solution which remedies the inconveniences of the fossil energy. For a better management and an exploitation of this energy, forecasts of its production turn out to be necessary. The methods of forecasts used in the literature allow only a forecast of the annual mean of this production. Certain recent works propose the use of the Central Limit Theorem (CLT), under not classic hypotheses, for the estimation of the mean annual production of the wind energy as well as its variance for a single turbine. We propose in this thesis, an extension of these works in a wind farm by relaxation of the hypothesis of stationarity the wind speed and the power production, supposing that the latter are seasonal. Under this hypothesis the quality of the annual forecast improves considerably. We also suggest planning the wind power production during four seasons of the year. The use of the fractal model, allows us to find a "natural" division of the series of the wind speed to refine the estimation of the wind production by detecting abrupt change points. Statistical tools of the change points detection and the estimation of fractal models are presented in the last two chapters.p> Advisors/Committee Members: Bertrand, Pierre (thesis director), Ben Ammou, Saloua (thesis director).

Subjects/Keywords: Parc éolien; Vitesse du vent; Énergie éolienne; Prévisions; Saisonnalité Intraday; Saisonnalité Extraday; Pré-production; Post-production; Points de changement; Dérivée Filtrée; FDqV; FDR; FBm; MBm parcimonieux; Indice de Hurst; Wind farm; Wind speed; Wind power; Forecasting; Intraday seasonality; Extraday seasonality; Pre-production; Post-production; Change point analysis; Model selection; Filtered derivative; FDqV; FDR; FBm; Sparse mBm; Hurst index

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Haouas, N. (2015). Wind energy analysis and change point analysis : Analyse de l'énergie éolienne et analyse des points de changement. (Doctoral Dissertation). Université Blaise-Pascale, Clermont-Ferrand II. Retrieved from http://www.theses.fr/2015CLF22554

Chicago Manual of Style (16^th Edition):

Haouas, Nabiha. “Wind energy analysis and change point analysis : Analyse de l'énergie éolienne et analyse des points de changement.” 2015. Doctoral Dissertation, Université Blaise-Pascale, Clermont-Ferrand II. Accessed January 17, 2021. http://www.theses.fr/2015CLF22554.

MLA Handbook (7^th Edition):

Haouas, Nabiha. “Wind energy analysis and change point analysis : Analyse de l'énergie éolienne et analyse des points de changement.” 2015. Web. 17 Jan 2021.

Vancouver:

Haouas N. Wind energy analysis and change point analysis : Analyse de l'énergie éolienne et analyse des points de changement. [Internet] [Doctoral dissertation]. Université Blaise-Pascale, Clermont-Ferrand II; 2015. [cited 2021 Jan 17]. Available from: http://www.theses.fr/2015CLF22554.

Council of Science Editors:

Haouas N. Wind energy analysis and change point analysis : Analyse de l'énergie éolienne et analyse des points de changement. [Doctoral Dissertation]. Université Blaise-Pascale, Clermont-Ferrand II; 2015. Available from: http://www.theses.fr/2015CLF22554

NSYSU

23. Hung, Chun-chieh. The Influence Of Endorser Credibility on Advertising Effectivenessï¼Exemplified By P&G Inc.

Degree: Master, Business Management, 2012, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0313112-175619

► According to the report of effective advertising analysis in the Taiwan area released by Rainmaker XKM International Corp., the advertising amount of care product industry… (more)

Subjects/Keywords: P&G; Advertising Effectiveness; involvement with advertisement; Endorser Credibility

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APA (6^th Edition):

Hung, C. (2012). The Influence Of Endorser Credibility on Advertising Effectivenessï¼Exemplified By P&G Inc. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0313112-175619

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Hung, Chun-chieh. “The Influence Of Endorser Credibility on Advertising Effectivenessï¼Exemplified By P&G Inc.” 2012. Thesis, NSYSU. Accessed January 17, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0313112-175619.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Hung, Chun-chieh. “The Influence Of Endorser Credibility on Advertising Effectivenessï¼Exemplified By P&G Inc.” 2012. Web. 17 Jan 2021.

Vancouver:

Hung C. The Influence Of Endorser Credibility on Advertising Effectivenessï¼Exemplified By P&G Inc. [Internet] [Thesis]. NSYSU; 2012. [cited 2021 Jan 17]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0313112-175619.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hung C. The Influence Of Endorser Credibility on Advertising Effectivenessï¼Exemplified By P&G Inc. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0313112-175619

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Kristianstad University

24. Lundgren, Johannes Ferretti. Better safe than sorry : en empirisk studie av investeringsstrategier på Stockholmsbörsen och Micro-cap.

Degree: Avdelningen för ekonomi, 2018, Kristianstad University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:hkr:diva-18294

► År 2007-2008 inträffade finanskrisen vilket skapade oro på den finansiella marknaden. Oron återspeglades i antalet svenska aktieägare som minskade successivt fram till år 2014.… (more)

▼ År 2007-2008 inträffade finanskrisen vilket skapade oro på den finansiella marknaden. Oron återspeglades i antalet svenska aktieägare som minskade successivt fram till år 2014. Därefter fram till idag visar statistiken att svenska aktieägare blir fler för varje år som går. En förklaring är för att digitaliseringen har skapat enklare lösningar för privatpersoner att börja spara i aktier vilket ökar tillgängligheten och inflödet. Ett ökat intresse och en ökad tillgänglighet behöver dock inte innebära en ökad kunskap hos investerarna, vilket talar för att det är relevant att dels förmedla kunskap kring aktier men framförallt identifiera den bästa investeringsstrategin som kan vägleda investerare. Syftet med uppsatsen är att undersöka om värde- eller tillväxtinvestering ger högst avkastning på Stockholmsbörsen och Micro-cap under 2012-2016. Studien tillämpar en deduktiv ansats tillsammans med en kvantitativ forskningsmetod. För att kunna ta reda på den bästa investeringsstrategin på Stockholmsbörsen och Micro-cap har sekundärdata i form av nyckeltal samt kurshistorik samlats in, bearbetats och analyserats. Med hjälp av nyckeltalen P/E och P/B har aktier kunnat kategoriseras som värde- respektive tillväxtaktier. Vidare kunde portföljer skapas av respektive kategori för att sedan vara jämförbara med varandra. Resultatet visar på att investeringsstrategin värdeinvestering tenderar att prestera bäst. Värdeinvestering presterade bäst oavsett om portföljerna bestod av aktier enbart från Stockholmsbörsen eller både Stockholmsbörsen och Micro-cap. Resultatet som erhölls visade att tillväxtinvestering presterar betydligt högre avkastning än värdeinvestering oavsett börs/handelsplattform dock utsätts en investerares kapital för så pass hög risk med tillväxtinvestering att när studien riskjusterar avkastningen är det värdeinvestering som presterar bäst. p> The financial crisis during 2007-2008 concerned investors internationally. The Swedish investors’ concern was reflected in the number of shareholders which decreased until 2014. From 2014 and until today the statistics shows that Swedish shareholders are increasing. One explanation could be the digitization that created solutions for investors to buy stocks more easily. But an increased availability does not necessarily mean that the knowledge also has increased. This is one of the reasons for the importance of spreading knowledge to investors and identify the best investment strategy for guidance. The purpose is to investigate the investment strategies value investing and growth investing. To find out the best investment strategy the thesis has used the two ratios P/E and P/B and historical share prices. The stocks that are included in this thesis is both from Stockholm Stock Exchange but also from Micro-cap. The thesis has used a quantitative research method when gathering all the necessary information and a deductive approach in relation to the theories. By using the presented ratios, the thesis could categories the stocks in the respective…p>

Subjects/Keywords: value stocks; growth stocks; investment strategies; P/E; P/B; Micro-cap; Stockholm Stock Exchange; värdeaktier; tillväxtaktier; investeringsstrategier; P/E; P/B; Micro-cap; Stockholmsbörsen; Business Administration; Företagsekonomi

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Lundgren, J. F. (2018). Better safe than sorry : en empirisk studie av investeringsstrategier på Stockholmsbörsen och Micro-cap. (Thesis). Kristianstad University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hkr:diva-18294

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Lundgren, Johannes Ferretti. “Better safe than sorry : en empirisk studie av investeringsstrategier på Stockholmsbörsen och Micro-cap.” 2018. Thesis, Kristianstad University. Accessed January 17, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:hkr:diva-18294.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Lundgren, Johannes Ferretti. “Better safe than sorry : en empirisk studie av investeringsstrategier på Stockholmsbörsen och Micro-cap.” 2018. Web. 17 Jan 2021.

Vancouver:

Lundgren JF. Better safe than sorry : en empirisk studie av investeringsstrategier på Stockholmsbörsen och Micro-cap. [Internet] [Thesis]. Kristianstad University; 2018. [cited 2021 Jan 17]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hkr:diva-18294.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lundgren JF. Better safe than sorry : en empirisk studie av investeringsstrategier på Stockholmsbörsen och Micro-cap. [Thesis]. Kristianstad University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hkr:diva-18294

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Debrecen

25. Kameni Tchendji, Olivier. Some problems of Derivative Securities and their Pricing .

Degree: DE – TEK – Közgazdaság- és Gazdaségtudományi Kar, 2012, University of Debrecen

URL: http://hdl.handle.net/2437/146945

► Problem statement: Over centuries traders have seek ways to avoid risks, to take opportunity in market discrepancies, or just to guest the market direction in… (more)

▼ Problem statement: Over centuries traders have seek ways to avoid risks, to take opportunity in market discrepancies, or just to guest the market direction in order to gain profit. It is in this state of mind that various types of financial securities have been conceived since then and over the last decades we have attended at a large spread and development of Options and Options markets with a considerable creation of many variants. This recent interest of investor in Options and an increasing wide volume of its trade over years lead nowadays to customized design types of Options called exotic Option which enable every investor to tail a security which best suits its need and aspirations. Obviously this is not without consequences as there are many aspects to take into consideration as the time value of money, the underlying asset, the trends or volatility, the predominant interest rate. When variables and conditions changes, the overall cost of Options might be affected thus led us to posit the problem of understanding of the functioning of options and the best existing models of pricing. Purpose: All over our thesis we tackle the tenet principle of Options, how options works in general, give a deep description of one of its variety which is plain vanilla Option with stocks as the underlying asset. Option markets are described and their functioning as well as it has an influence in the price that is charged for Options. We expose the different elements which affect an option price and how an option can be created by the technique of Options replication. We then develop Option pricing models precisely the Binomial model and black and Scholes model and then we analyze the limit of the latter and try to propose way by which this shortcoming can be overcome. Research Approach: We have adopted in our work a descriptive approach where use mainly qualitative type of information. First we relate the theoretical background on options as written in many financial textbooks and then, through examples of application extracted from the book written mainly by JC Hull, we show the materiality of the use of options in everyday live and how they can be used for hedging, speculation and for arbitrage. Third, after exposing the pricing models we run a critical view on the assumptions of the black and Scholes model which somehow constitute one of its major shortcomings. This in turn gives us room to relax these conditions that lead us the result of the research and to some suggestions at the conclusion part. Result of the study: there are a wide range of options which are traded nowadays on Exchange Options markets and over the counter markets. Options have basic properties which are valid for every type of option but also some particular features depending to the custom need of investors. The most interesting aspect in the world of option is how best to determine their price and their value and since 1973 with the devise of the black and scholes model, lot of other techniques of valuation have been conceived trying to overcome… Advisors/Committee Members: Gáll, József (advisor).

Subjects/Keywords: Derivative security

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Kameni Tchendji, O. (2012). Some problems of Derivative Securities and their Pricing . (Thesis). University of Debrecen. Retrieved from http://hdl.handle.net/2437/146945

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Kameni Tchendji, Olivier. “Some problems of Derivative Securities and their Pricing .” 2012. Thesis, University of Debrecen. Accessed January 17, 2021. http://hdl.handle.net/2437/146945.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Kameni Tchendji, Olivier. “Some problems of Derivative Securities and their Pricing .” 2012. Web. 17 Jan 2021.

Vancouver:

Kameni Tchendji O. Some problems of Derivative Securities and their Pricing . [Internet] [Thesis]. University of Debrecen; 2012. [cited 2021 Jan 17]. Available from: http://hdl.handle.net/2437/146945.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kameni Tchendji O. Some problems of Derivative Securities and their Pricing . [Thesis]. University of Debrecen; 2012. Available from: http://hdl.handle.net/2437/146945

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Delft University of Technology

26. Barakat, Basam (author). Technical and value obstacles faced by Building with Nature flood defence solutions: A case study on technical feasibility in relation to value conflict in Building with Nature flood defence solutions for the Houtribdijk reinforcement project.

Degree: 2018, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:6b1730e5-efe7-4694-b1bc-e24faa86bccd

► Building with Nature (BwN) is a relatively novel way of thinking for flood protection. Unlike traditional flood protection solutions that are poised to bring forces… (more)

▼ Building with Nature (BwN) is a relatively novel way of thinking for flood protection. Unlike traditional flood protection solutions that are poised to bring forces of nature to a halt, the BwN’s philosophy is to use natural dynamic processes for engineering advantage as a protection against natural disasters and events. Yet, the BwN design philosophy faces obstacles in terms of technical efficacy and evaluating added benefits when compared to traditional flood defence solutions. This research sets out to understand how these obstacles faced by the BwN design philosophy play a role in the consideration of a BwN flood defence solution during project development. This is done by relating the assessment of the added benefits to five discussion fields, namely Costs, Function, Policy, Responsibility and Support. In doing so it can be determined which discussion fields play an important part in embracing a BwN design based on its added benefits while considering its technical uncertainties. This research limits itself to a case study of the Houtribdijk reinforcement project where both traditional and BwN flood defence solutions were employed. Furthermore, this research limits itself to the project phase where flood defence options are still considered. This research found that although BwN flood defence project face technical uncertainties and discussions on efficacy, there is willingness to embrace a BwN solution when involved parties can agree on shared responsibilities. The curators of a flood defence project were found to be least willing to accept a technically uncertain design as they are accountable should it fail. The curators’ concern regarding their responsibilities can be mitigated and they can be more open to alternative solution if they are ensured of proper research and shared accountability when other values are destroyed in favour of flood protection. It was also found that the effect on stakeholders in financing and taking share of the responsibilities also have a positive effect on embracement of a BwN solution when the discussions on efficacy have not yet been settled. Advisors/Committee Members: Aarninkhof, Stefan (mentor), Flipse, Steven (mentor), Wehrmann, Caroline (graduation committee), Ton, Anne (graduation committee), Bricker, Jeremy (graduation committee), Jorissen, Richard (graduation committee), de Vries, Marc (graduation committee), Delft University of Technology (degree granting institution).

Subjects/Keywords: Building with Nature; Value conflicts; Flood Defence; Technical uncertainty

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Barakat, B. (. (2018). Technical and value obstacles faced by Building with Nature flood defence solutions: A case study on technical feasibility in relation to value conflict in Building with Nature flood defence solutions for the Houtribdijk reinforcement project. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:6b1730e5-efe7-4694-b1bc-e24faa86bccd

Chicago Manual of Style (16^th Edition):

Barakat, Basam (author). “Technical and value obstacles faced by Building with Nature flood defence solutions: A case study on technical feasibility in relation to value conflict in Building with Nature flood defence solutions for the Houtribdijk reinforcement project.” 2018. Masters Thesis, Delft University of Technology. Accessed January 17, 2021. http://resolver.tudelft.nl/uuid:6b1730e5-efe7-4694-b1bc-e24faa86bccd.

MLA Handbook (7^th Edition):

Barakat, Basam (author). “Technical and value obstacles faced by Building with Nature flood defence solutions: A case study on technical feasibility in relation to value conflict in Building with Nature flood defence solutions for the Houtribdijk reinforcement project.” 2018. Web. 17 Jan 2021.

Vancouver:

Barakat B(. Technical and value obstacles faced by Building with Nature flood defence solutions: A case study on technical feasibility in relation to value conflict in Building with Nature flood defence solutions for the Houtribdijk reinforcement project. [Internet] [Masters thesis]. Delft University of Technology; 2018. [cited 2021 Jan 17]. Available from: http://resolver.tudelft.nl/uuid:6b1730e5-efe7-4694-b1bc-e24faa86bccd.

Council of Science Editors:

Barakat B(. Technical and value obstacles faced by Building with Nature flood defence solutions: A case study on technical feasibility in relation to value conflict in Building with Nature flood defence solutions for the Houtribdijk reinforcement project. [Masters Thesis]. Delft University of Technology; 2018. Available from: http://resolver.tudelft.nl/uuid:6b1730e5-efe7-4694-b1bc-e24faa86bccd

27. Lu, Zijun. Theoretical and Numerical Analysis of Phase Changes in Soft Condensed Matter.

Degree: PhD, Physics, 2019, Case Western Reserve University School of Graduate Studies

URL: http://rave.ohiolink.edu/etdc/view?acc_num=case15620007885239

► Soft condensed matter is the study of flexible materials that change their shape under the influence of a weak force. Typical examples are polymers and… (more)

▼ Soft condensed matter is the study of flexible materials that change their shape under the influence of a weak force. Typical examples are polymers and liquid crystals. Chromonic liquid crystals consist of molecules having a hydrophobic flat aromatic core to which have been attached ionic groups or non-ionic groups. These disk-like molecules self-assemble into ordered phases in the presence of solvents, aggregating in a face-to-face fashion, and creating stackedlinear molecular aggregates. The degree of self-organization into columns depends on the concentration, temperature, and pressure. Depending on the types of terminal groups, the molecules can be dissolved in organic solvents or water. A theoretical study was performed to model the detailed effects of adding stacking, translation, and rotation energy on the length distribution of chromonic liquid crystals. A second derivative test was done to prove that all the solutions for isotropic phases are at a global minimum of the free energy. The free energies and length distributions for various nematic phase formulations are presented. Free energy and length distribution for both Maier-Saupe and Onsager interactions are presented. The free energy and length distribution for considering I-N phase co-existence and no phase co-existence are presented. It is shown that the nematic phase solutions all lead to a first-order phase transition. The nematic phase solution with the Maier-Saupe interaction causes the averaged aggregate length to increase when the system transitions from the isotropic phase to the nematic phase, while the nematic phase solution with the Onsager interaction causes the averaged aggregate length to decrease.Another major component of this thesis is the study of glass transitions. An analytical study that aims to describe the mean squared displacement at low temperatures is presented. The short-time and long-time limit of the analytical solution are discussed. Then, an approach utilizing machine learning algorithms is developed for predicting the glass transition temperature of polystyrene (PS) and poly(methyl methacrylate) (PMMA) from short-time simulations. This approach predicts a 360K glass transition temperature for PS and 400K for PMMA.It is found that the biggest change in the average Non-Gaussian parameter happens (NGP) at the same temperature as the biggest change in variance of the Non-Gaussian parameter (NGP), namely 420K for PS and 460K for PMMA. The fact that the above temperatures are slightly higher than the glass transition temperatures predicted by our approach above, we hypothesize that the increase in the dynamic heterogeneity is a precursor to the glass transition. Advisors/Committee Members: Taylor, Philip (Advisor), Tsige, Mesfin (Advisor).

Subjects/Keywords: Physics; Polymers; Statistics; Mathematics; machine learning; glass transition; soft condensed matter; chromonic liquid crystals; mixing entropy; stochastic calculus; p second derivative test

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Lu, Z. (2019). Theoretical and Numerical Analysis of Phase Changes in Soft Condensed Matter. (Doctoral Dissertation). Case Western Reserve University School of Graduate Studies. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=case15620007885239

Chicago Manual of Style (16^th Edition):

Lu, Zijun. “Theoretical and Numerical Analysis of Phase Changes in Soft Condensed Matter.” 2019. Doctoral Dissertation, Case Western Reserve University School of Graduate Studies. Accessed January 17, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=case15620007885239.

MLA Handbook (7^th Edition):

Lu, Zijun. “Theoretical and Numerical Analysis of Phase Changes in Soft Condensed Matter.” 2019. Web. 17 Jan 2021.

Vancouver:

Lu Z. Theoretical and Numerical Analysis of Phase Changes in Soft Condensed Matter. [Internet] [Doctoral dissertation]. Case Western Reserve University School of Graduate Studies; 2019. [cited 2021 Jan 17]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=case15620007885239.

Council of Science Editors:

Lu Z. Theoretical and Numerical Analysis of Phase Changes in Soft Condensed Matter. [Doctoral Dissertation]. Case Western Reserve University School of Graduate Studies; 2019. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=case15620007885239

Marshall University

28. Gore, Kristina. Attitudes between Students with Disabilities and Typically Developing Students.

Degree: 2015, Marshall University

URL: https://mds.marshall.edu/etd/970

► The purpose of this study was to determine the attitudes between students with disabilities and typically developing children as well as factors that may influence… (more)

Subjects/Keywords: attitudes; students with disabilities; typically developing students; friendship; interaction; <; p>; Students with disabilities - Attitudes.<; /p>; <; p>; Students with disabilities – Education.<; /p>;

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Gore, K. (2015). Attitudes between Students with Disabilities and Typically Developing Students. (Thesis). Marshall University. Retrieved from https://mds.marshall.edu/etd/970

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Gore, Kristina. “Attitudes between Students with Disabilities and Typically Developing Students.” 2015. Thesis, Marshall University. Accessed January 17, 2021. https://mds.marshall.edu/etd/970.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Gore, Kristina. “Attitudes between Students with Disabilities and Typically Developing Students.” 2015. Web. 17 Jan 2021.

Vancouver:

Gore K. Attitudes between Students with Disabilities and Typically Developing Students. [Internet] [Thesis]. Marshall University; 2015. [cited 2021 Jan 17]. Available from: https://mds.marshall.edu/etd/970.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gore K. Attitudes between Students with Disabilities and Typically Developing Students. [Thesis]. Marshall University; 2015. Available from: https://mds.marshall.edu/etd/970

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

29. Harding, Donald. Volatility forecasting in the Swedish hedge fund market : A comparison of downside-risk between Swedish hedge funds and the index S&P Europe 350.

Degree: Finance and Statistics, 2012, Jönköping University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-19141

► The purpose of this thesis is to examine whether Swedish Equity L/S hedge funds present a lower market risk than the index S&P Europe… (more)

Subjects/Keywords: Hedge Fund; Value-at-Risk; GARCH; EGARCH; Filtered Historical Simulation; Equity L/S; VaR; FHS VaR

…Swedish Equity L/S hedge funds with respect to the managed value of the funds. The output from… …the ranking of hedge fund sizes is then filtered to find the funds with historical returns… …the S&P Europe 350 index was obtained through contact with S&P. 14 5 Empirics This… …and S&P Eur 350, two periods back for RamOne and one period for Zenit. This is in line with… …for Zenit, Catella, Graal and S&P Eur 350, which are modeled with an ARMA (1,1)…

10 more images…

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Harding, D. (2012). Volatility forecasting in the Swedish hedge fund market : A comparison of downside-risk between Swedish hedge funds and the index S&P Europe 350. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-19141

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Harding, Donald. “Volatility forecasting in the Swedish hedge fund market : A comparison of downside-risk between Swedish hedge funds and the index S&P Europe 350.” 2012. Thesis, Jönköping University. Accessed January 17, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-19141.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Harding, Donald. “Volatility forecasting in the Swedish hedge fund market : A comparison of downside-risk between Swedish hedge funds and the index S&P Europe 350.” 2012. Web. 17 Jan 2021.

Vancouver:

Harding D. Volatility forecasting in the Swedish hedge fund market : A comparison of downside-risk between Swedish hedge funds and the index S&P Europe 350. [Internet] [Thesis]. Jönköping University; 2012. [cited 2021 Jan 17]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-19141.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Harding D. Volatility forecasting in the Swedish hedge fund market : A comparison of downside-risk between Swedish hedge funds and the index S&P Europe 350. [Thesis]. Jönköping University; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-19141

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

30. Söderberg, Emil. Seasonality in Portfolio Risk Calculations : Empirical study on Value at Risk of agricultural commodities using conditional volatility models.

Degree: Physics, 2020, Umeå University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-168070

Subjects/Keywords: Seasonality; Conditional volatility; GARCH; eGARCH; Value at Risk; Quantile estimation; Filtered historical simulation; Commodity futures; Natural Sciences; Naturvetenskap

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Söderberg, E. (2020). Seasonality in Portfolio Risk Calculations : Empirical study on Value at Risk of agricultural commodities using conditional volatility models. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-168070

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Söderberg, Emil. “Seasonality in Portfolio Risk Calculations : Empirical study on Value at Risk of agricultural commodities using conditional volatility models.” 2020. Thesis, Umeå University. Accessed January 17, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-168070.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Söderberg, Emil. “Seasonality in Portfolio Risk Calculations : Empirical study on Value at Risk of agricultural commodities using conditional volatility models.” 2020. Web. 17 Jan 2021.

Vancouver:

Söderberg E. Seasonality in Portfolio Risk Calculations : Empirical study on Value at Risk of agricultural commodities using conditional volatility models. [Internet] [Thesis]. Umeå University; 2020. [cited 2021 Jan 17]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-168070.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Söderberg E. Seasonality in Portfolio Risk Calculations : Empirical study on Value at Risk of agricultural commodities using conditional volatility models. [Thesis]. Umeå University; 2020. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-168070

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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Open Access Theses and Dissertations