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Gotowe bibliografie tematyczne / VOLATILITY MEASUREMENT

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Gotowa bibliografia na temat „VOLATILITY MEASUREMENT”

Autor: Grafiati

Data publikacji: 11 września 2023

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Rozprawy doktorskie na temat "VOLATILITY MEASUREMENT"

1

Ndiaye, Moctar. "Maize price volatility in Burkina Faso : Measurement, Causes and Consequences." Thesis, Montpellier, 2016. http://www.theses.fr/2016MONTD042.

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La volatilité des prix alimentaires est devenue un sujet de préoccupation constante dans les pays en développement suite à la flambée des prix des produits alimentaires en 2007/08 et 2010/11. Cette thèse s’intéresse à la caractérisation de la volatilité des prix au Burkina Faso. La volatilité des prix est définie comme la part imprévisible des variations de prix. Les objectifs de cette thèse sont en particulier i) d’évaluer les caractéristiques de la volatilité des prix du maïs au Burkina Faso, ii) d’analyser ses déterminants et iii) ses impacts sur le comportement des producteurs. Pour répond

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Bernemyr, Hanna. "Volatility and number measurement of diesel engine exhaust particles." Doctoral thesis, Stockholm : Maskinkonstruktion, Kungliga Tekniska högskolan, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-4482.

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Chen, Liyuan. "Essays on portfolio optimization, volatility modelling and risk measurement." Thesis, University of York, 2017. http://etheses.whiterose.ac.uk/19165/.

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This study comprises of three essays on the subject of financial risk management with applications in the fields of portfolio optimization, continuous and discrete time stochastic volatility (SV) modelling. We jointly consider two risk measures: Value-at-Risk (VaR) and conditional Value-at-Risk (CVaR) to measure the financial market risk. In order to model the distribution of financial asset returns which is characterized by skewness, heavy tails and leptokurtosis, we employ the Asymmetric Laplace distribution (ALD) in the first and third essay while constructing the risk model on the basis of

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Jain, Akansha, and Svitlana Denga. "Volatility on forex exchange of India." Thesis, PUET, 2015. http://dspace.puet.edu.ua/handle/123456789/2852.

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Exchange rate movements play substantial role in risk measurement and their effective management. Volatility in exchange rates has been quite large and it has affected sales as well as profit margins of multinationals in India. Based on statistic analysis, some suggestion have been drawn for improving functioning of forex exchange market in India.<br>1. Most hedging instruments are required to cope up extreme volatility of INR against all major currencies of the world. 2. Steady liberalization of financial markets is need more attention on business who invest back in India. 3. Promotion of inv

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Ally, Abdallah K. "Quantile-based methods for prediction, risk measurement and inference." Thesis, Brunel University, 2010. http://bura.brunel.ac.uk/handle/2438/5342.

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The focus of this thesis is on the employment of theoretical and practical quantile methods in addressing prediction, risk measurement and inference problems. From a prediction perspective, a problem of creating model-free prediction intervals for a future unobserved value of a random variable drawn from a sample distribution is considered. With the objective of reducing prediction coverage error, two common distribution transformation methods based on the normal and exponential distributions are presented and they are theoretically demonstrated to attain exact and error-free prediction interv

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Franklin, Jonathan Pfeil. "Measurement and characterization of low volatility organic compounds in the atmosphere." Thesis, Massachusetts Institute of Technology, 2018. http://hdl.handle.net/1721.1/119327.

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Thesis: Ph. D. in Environmental Chemistry, Massachusetts Institute of Technology, Department of Civil and Environmental Engineering, 2018.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references.<br>Organic aerosol is a central topic in environmental science due to its role in climate forcing and negative health effects. The transformation of organic species from primary gas phase emissions to secondary organic aerosol (SOA) is highly complex and poorly understood, proving difficult for even stateof- the-art computational models to predict. This thesis describes the in-

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Kim, Alisa. "Deep Learning for Uncertainty Measurement." Doctoral thesis, Humboldt-Universität zu Berlin, 2021. http://dx.doi.org/10.18452/22161.

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Diese Arbeit konzentriert sich auf die Lösung des Problems der Unsicherheitsmessung und ihrer Auswirkungen auf Geschäftsentscheidungen, wobei zwei Ziele verfolgt werden: Erstens die Entwicklung und Validierung robuster Modelle zur Quantifizierung der Unsicherheit, wobei insbesondere sowohl die etablierten statistischen Modelle als auch neu entwickelte maschinelle Lernwerkzeuge zum Einsatz kommen. Das zweite Ziel dreht sich um die industrielle Anwendung der vorgeschlagenen Modelle. Die Anwendung auf reale Fälle bei der Messung der Volatilität oder bei einer riskanten Entscheidung ist mit einem

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Malherbe, Chanel. "Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data." Master's thesis, University of Cape Town, 2007. http://hdl.handle.net/11427/4386.

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Mazibas, Murat. "Dynamic portfolio construction and portfolio risk measurement." Thesis, University of Exeter, 2011. http://hdl.handle.net/10036/3297.

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The research presented in this thesis addresses different aspects of dynamic portfolio construction and portfolio risk measurement. It brings the research on dynamic portfolio optimization, replicating portfolio construction, dynamic portfolio risk measurement and volatility forecast together. The overall aim of this research is threefold. First, it is aimed to examine the portfolio construction and risk measurement performance of a broad set of volatility forecast and portfolio optimization model. Second, in an effort to improve their forecast accuracy and portfolio construction performance,

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Singh, Ashish. "Measurement of the physical properties of ultrafine particles in the rural continental US." Diss., University of Iowa, 2015. https://ir.uiowa.edu/etd/1905.

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The drivers of human health and changing climate are important areas of environmental and atmospheric studies. Among many environmental factors present in our biosphere, small particles, also known as ultrafine particles or UFPs, have direct and indirect pathways to affect human health and climatic processes. The rapid change in their properties makes UFPs dynamic and often challenging to quantify their effect on health and radiative forcing. To reduce uncertainty in the climate effects of UFPs and to strengthen the evidence on health effects, accurate characterizations of physical and chemica

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