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Forecasting Expected Shortfall: An Extreme Value Approach

We compare estimates of Value at Risk and Expected Shortfall from AR(1)-GARCH(1,1)-type models (standard GARCH, GJR-GARCH, Component GARCH), to estimates produced using the Peak Over Threshold method on the residuals of these models. We find that the conditional volatility model matters less than the choice of distribution for the innovations in the loss process, for which we compare the normal an

Benchmarking i hotellsektorn

The purpose of this thesis is to study and analyze how benchmarking as a tool is being practiced in the Swedish hotel sector, and also to study what potentials and abilities for learning and development there are. In order to fulfill the purpose we have compared how selected hotels apply benchmarking in practice. We applied a qualitative method with a deductive approach in terms of a multiple cas

Kvinnliga arbetskraftsinvandrares ansikten - Några kvinnliga arbetskraftsinvandrares skildringar om ankomsten och integrationsprocessen in i det svenska samhället

I den här uppsatsen lyfts sex arbetskraftsinvandrande kvinnors historier om emigrationen till Sverige upp. Kvinnornas berättelser om etableringen, integrationsproblemen, inträdet på arbetsmarknaden samt vad flytten har betytt för dem analyseras med hjälp av socialpsykologiska teorier om identitet, marginalisering, ojämlikhet samt med hjälp av genusteorier. Av intervjuerna framgår att kvinnorna va

Du, jag och staten - ett uträknat förhållande

Since the mid 1900s, the “ the Swedish model ”, has contributed to that all Swedish citiziens has a right to community benefits in case of illnesses, accidents or unemployment. For this system to work, there has to be a mutual trust between the taxpayers and the government; everyone has to take responsibility and notify the government if they´re no longer in need of the benefit. The main focus in

A dendroclimatic study at Store Mosse, South Sweden : climatic and hydrologic impacts on recent Scots Pine (Pinus sylvestris) growth dynamics

Tallar Pinus sylvestris som växer på Store mosse i Småland har provtagits. Tolv bestånd från den västra kanten, som tillsammans bildar tre transekter, och tre bestånd från den östra kanten ingår i denna dendrokronologiska undersökning. Syftet med projektet har varit att korrelera ringbreddsvariationer från tallar växande på olika platser längs mossekanten för att undersöka i vilken grad klimatiskaScots Pines Pinus sylvestris from the Store Mosse peat bog complex, South-Central Sweden were sampled from twelve stands at the western edge of the bog, generating three transects, and three stands from the eastern edge. The aims of the project were to correlate tree-ring widths from different locations along the bog edges of Store Mosse in order to investigate to what extent climatological parame

Change Management & Process Improvement for PEMS

The automotive industry in Europe has been forced to develop new solutions for the vehicles in order to fulfill the emission standards set by the European Commission according to European Emission Standards (Euro). The latest, Euro 6, involves new demands on continuous audits of emissions during a vehicles lifecycle. The standards are legislated and without approval a manufacturer may lose its lic

Lika men så olika

The changing patterns of conflicts create new requirements and tasks. Military personnel trained for war is now working to create peace. The Swedish Armed Forces express an increased need for more female soldiers since they consider women to obtain different and specific peaceful and calming characteristics. The Swedish Armed Forces are working to increase gender equality in the organization and i

Vad kännetecknar en användbar kommunal risk- och sårbarhetsanalys? En studie av Skåne och Stockholms län

The main purpose of this study was to identify aspects of municipal risk and vulnerability analyses that are of importance to the perceived usability at a regional level. The first part of the study aimed to encode the content of municipal risk and vulnerability analyses from the counties of Scania and Stockholm. The results were then correlated against rankings of the analyses established by the

What changed in 43 years? A comparison of the River Laxá dispute with perspectives towards the proposed Bjarnarflag geothermal power station

This thesis compares the 1970 River Laxá dispute in Skútustaðahreppur, Iceland with perspectives towards the proposed Bjarnarflag geothermal power station in the same region 43 years later. The events in 1970 have been called the first act of environmental protection in Iceland. The study concentrates on power relations through Foucault´s theory of Régime of Truth and Alf Hornborg´s theory on the

Replace One´s Place: The Livelihood of Internally Displaced People in Colombia

Colombia is the country with the highest number of internally displaced people worldwide. Rural populations often flee violence provoked by the armed conflict. Also so called “development projects” when multinational corporations invest in infrastructure, usually affect local communities. The World Bank provides an Operational Manual (4.12) for “development induced resettlement” to prevent impover

Water harvesting in Erbil Governorate, Kurdistan region, Iraq : detection of suitable sites using geographic information system and remote sensing

Popular science: Find a suitable area for rainwater harvesting Rainwater harvesting is a technique to capture and store rainfall where it falls. The technique of water harvesting can be used for different purposes, e.g providing irrigation water, drinking water, increase groundwater recharge, and reduce flood risk. The application of rainwater harvesting is suitable in arid and semi-arid areas, w

Mentaliseringsförmåga vid schizofreni

Studiens syfte var att undersöka om det fanns någon skillnad mellan en grupp patienter med schizofrenidiagnos och en jämförelsegrupp bestående av personal från en akutpsykosavdelning när det gäller mentaliseringsförmåga. Mentaliseringsförmågan skattades med instrumentet ”Reading the Mind in the Eyes Test (RMET)”. Den ursprungliga planen var att konsekutivt rekrytera samtliga patienter till studien

Läkemedelsrester i avloppsvatten - vad kan läkare göra för att minska halterna?

Läkemedelsanvändningen ökar för varje år (Apoteket AB 2005) och år 2011 hämtade två tredjedelar av Sveriges befolkning ut ett eller flera receptbelagda läkemedel (Socialstyrelsen 2012). Vid användning av läkemedel tar kroppen vanligtvis inte upp all aktiv substans och rester utsöndras i framförallt urin och hamnar i avloppsvattnet (Wahlberg et al. 2010). Dagens avloppsreningsverk har ingen specielAn inevitable consequence of human drug use is that drug remains end up in sewage water. The sewage treatment plants today are not designed to reduce that kind of chemicals which means that many drugs just pass through unchanged or just modified. These remains affect for example animal life such as behavioral changes or feminization of fish in the recipient. The fact that drug residues already hav

Advanced processing of vertically aligned nanodevices

Lithography technique is highly dependent on the photoresist that is used for the processing of the nanodevices. S1800 series photoresist is probably the most used positive photoresist for UV-lithography process. In this project the electrical and optical properties of the photoresist S1800 are studied in order to find if photoresist could be used as a transparent insulator for photo detectors/sol

Civilprocessuella säkerhetsåtgärder vid tvist om aktieägaravtal

Syftet med denna uppsats är att ge en grundläggande överblick över materiell- och processuellrättsliga överväganden som aktualiseras vid en ansökan om civilprocessuella säkerhetsåtgärder inom ramen för ett aktieägaravtalsförhållande. Målet är att illustrera den praktiska tillämpningen och funktionen av civilprocessuella säkerhetsåtgärder i en situation där en aktieägaravtalspart hotas av kontraktsThe purpose of this thesis is to give a general view over the procedural and material considerations that arise at the application for precautionary or interim measures in the context of shareholders agreements, according to Swedish law and jurisprudential doctrine. The objective is to illustrate the possibility, function and application of precautionary and interim measures in a situation where a

Information structure in modern Hebrew

This paper will examine information structure used in Modern Hebrew, a Semitic language spoken in Israel. More specifically, the study will look into the methods used by Modern Hebrew native speakers to differentiate between old (active) information and new information in spontaneous speech. The study will offer new insights to different constructions of information structure, relating to active a

DEGREE PREDICTION USING LOGISTIC REGRESSION

To evaluate the efficiency of the previous years or to set visible plan in different aspects for the upcoming years in higher institutions studying students’ time to degree is important. Since logistic regression is a method used to predict a dependent categorical outcome or predict the probability of an event occurrence, studying Students’ time to degree using logistic regression is a reasonable