Search results

Assessing the probability of rare and extreme events is an important issue in the risk management of financial portfolios. Extreme value theory provides the solid fundamentals needed for the statistical modelling of such events and the computation of extreme risk measures. The focus of the paper is on the use of the peak over threshold method under extreme value theory to compute right tail risk m

GMRES (Generalized Minimal RESidual) är en iterativ metod som löser linjära system, där matrisen är inverterbar. Metoden löser systemet genom att generera bättre approximationer i varje iteration. Detta tillvägagångssätt är intressant i de fall man redan har en bra approximation att utgå ifrån. Med tillräckligt bra approximation kan ett väldigt stort system lösas med få iterationer, med en given tIn this thesis a GMRES method is constructed and tested. The method is implemented in a C++ program with the MPI protocol to make it parallel. The parallel parts of this program are discussed in detail, especially the communication and the partitioning of the data between the processes. In the tests that were conducted we come to three important conclusions: the method works as expected, a substan

Inspired by environmental peacebuilding literature, this research explores the peacebuilding potential of natural resources through a qualitative case study of a conflict-affected community’s transition of livelihood strategies from coca cultivation to butterfly farming. The fieldwork was carried out with peasant families in rural Otanche - a biodiversity-rich area that, besides the Colombian conf

In order to enhance the accountability and legitimacy of public research, performance-based research funding systems have been introduced in numerous countries during the last decades. Although this development has gathered considerable interest in recent years, it is thus far not clear how performance measures shape research practices and academic subjectivity. Combining bibliometric studies and

This paper investigates the relationship between capital structure and stock returns for Swedish firms listed on the Nasdaq OMX Stockholm Stock Exchange. Actual stock returns and leverage figures in form of total, long-term and short-term debt are used in the calculations. The results suggest, in contrast with a majority of fundamental theories, that there is a negative relationship between levera

The purpose of this report was to study how two common types of wood stud walls in Sweden will handle the future climate in Sweden, Gothenburg, out of a hydrothermal point of view. These two walls were analyzed with simulations in the hydrothermal calculation software WUFI with varying parameters. The first cases of the simulations were the so called base cases where moisture- and heat-sources was

Purpose: To propose a blueprint of how the policymakers responsible for health care reforms in the county of Scania (Sweden) could evaluate a prospective stroke care intervention from a societal point of view. More specifically, the intervention will consist in the introduction of telemedicine technology to their ambulance fleet. In addition, key methodological issues, of interest to the policymak

The social and environmental impact associated with consuming a product is something that is becoming increasingly important to consumers and businesses alike. This impact can in theory be computed simply by classifying a product and by mapping the classified product to the corresponding life-cycle assessments research. However, this type of mapping requires an extensive product taxonomy with a la

Canada is one of the only nations in the world that offers universal health coverage that excludes outpatient prescription drug services. This means that citizens may find out their diagnosis free of charge, but must incur out-of-pocket expenses for prescription drugs dispensed outside of hospitals. This paper examines the prevalence of prescription drug coverage in Canada across various socioecon

Purpose: The main objective of this thesis is to examine the effect different drivers of agency costs have on corporate cash holdings in public and private German technology firms. The analysis identifies three potential sources of agency costs. By determining target cash levels first and then obtaining deviations from these targets, the influences of agency costs are measurable. Data Set: The sam

This report first analyzed the reason for the deviation of the event-mixing method in background estimation for resonance research, and one possible explanation is that the event-mixing method can not reproduce the specific angular distribution of produced particles caused by jet-effects. This assumption was checked by Monte-Carlo simulations with PYTHIA, and a certain method of correction called

Road traffic accidents in Sweden are today registered in the national database called STRADA (Swedish Traffic Accident Data Acquisition). To every accident information is gathered, but an efficient way of compiling this information is lacking. In countries like Germany or Denmark accidents are classified by the type of manoeuvre that leads to the accident. With help from reference tables, every m

This thesis explores strengths-based social work with unaccompanied minors and newly-arrived families in Lund, Sweden, through a qualitative study based on par-ticipant observation and interviews at Barn i Start (BiS), a program for refugees. Previous research claims that welfare provision in Sweden has changed from a purely state-run service provider toward a heterogenic landscape of various publ

En kvantitativ studie om hur varierande sektorandelar på kommunal nivå förklarar skillnader i sjukpenninguttag mellan Sveriges kommuner. Uppsatsen syftar till att undersöka ifall kommuners olika sektorandelar har betydelse för kommuners sjuktal, samt om effekterna är olika beroende på kön. Då tidigare forskning sällan studerat betydelsen av själva anställdas sektorstillhörighet på arbetsmarknaden

This research paper explores the nature of the mean and volatility spillovers from the US and aggregate GIIPS to the largest GDP countries for the EMU and non-EMU countries. I develop a three step univariate volatility spillover model followed by Christiansen (2007) and Ng (2000) to analyze the relevance of local (own country), regional (aggregate GIIPS) and global (US) shocks. Empirical evidence

Vad: Kandidatuppsats VT 2016. Lunds universitet, Campus Helsingborg, institutionen för Service Management. Titel: Rollspelet mellan medlem och kund - En studie om hur tjänstekvalitet upplevs i en ideell förening som säljer tjänster. Syfte: Syftet är att mäta upplevd tjänstekvalitet i en ideell förening som säljer tjänster genom att prova mätinstrument skapade för service management perspektivet. F

Denna studie undersöker medborgarnas involvering i kommunala platsvarumärken. Platsvarumärkesarbetet är en stark trend som fått kritik från akademiskt håll för att inte ta tillräcklig hänsyn till platsen med dess medborgare. Med målet att utreda hur professionellt anställda ser på problematiken har intervjuer med disciplinens praktiker genomförts för att komma åt deras föreställ-ningar och konstrThis study examines the involvement and visibility of the citizens in municipal place branding, a trending phenomenon which has been criticized for not taking the diversity of a place, and its citizens, into consideration. The aim of this study is to elucidate how this problem is perceived by pro-fessionals. Therefore interviews with practitioners of place branding have been conducted to illumina

I den här uppsatsen diskuterar vi flera möjligheter om hur man kan förklara den kosmologiska konstanten. År 1998 genomfördes observationer av typ 1a supernovor som visade att universums expansionshastighet ökar. Det här fenomenet blev kallat mörk energi. Sedan dess har flera olika hypoteser framlagts. Vi ska studera en teori som använder Yang-Mills-fält som en mekanism som hjälper att klargöra fleThe cosmological constant is one of bigger mysteries in modern fundamental physics and cosmology. In this work we investigate one of the possible interpretations for the cosmological constant. The model a studies spatially-homogeneous mode of the Yang-Mills field known as the Yang-Mills condensate and throughout the work we discuss the dynamics and the time evolution of the homogeneous isotropic Y

This study explores five Delhi-based NGOs with women as their target group and the national and international streams that affect the sector. The method used is ethnographic with interviews, observations and printed material representing the empirical material. The analysis is based on following three themes; ‘the exposition of the target group’, ‘the goal empowerment’ and ‘credibility’. The theme

The relationship between innovation, markup and exporting is complex and any empirical analysis is likely to contain both self-selection and simultaneity biases. I use recently developed GMM estimation techniques to recover time-varying markups at the firm level. I then cast these into a simultaneous-equation framework to estimate the influence of R\&D investments on markups and export behavio