In this paper, we investigate the predictive performance of eight common Value at Risk (VaR) estimation methods with the daily data of OMX Stockholm 30 and FTSE 100 indexes. These methods include non-parametric, parametric as well as Extreme Value Theory approaches whose daily and 10-day estimates are then evaluated using the Christoffersen frequency test. The reason why we choose these two stock

This thesis discusses water supply and the impacts of tenure policy in an urban context in a developing country, particularly the relationship between tenure status and access to water. The relationship between tenure security and poverty reduction has been vividly debated among many researchers over several decades. Recent research on water supply has highlighted the linkage to tenure and suggest

As consumer interest in locally produced food increases, farmers and other producers wants to marketing their products as locally produced. A range of different certifications for environmentally friendly food have appeared. More costumers want to buy their food directly from the farmer at the same time as a more and more globalized world advocates free trade and removal of barriers to trade. By u

Humans are social animals. We wish to establish social contact with each other, and one fundamental way of doing this is through gaze. But how long do we need to look at someone to establish purpose? This is what we aim to investigate in this paper. The experiment conducted investigated how duration and direction of gaze affected a person’s reaction time when a target was presented peripherally. F

Att ge bistånd ses som en plikt för de rika länderna att ge till de fattiga framförallt på grund av mänskligt medlidande, detta är också något som många länder lever upp till. Dock kan bistånd användas som ett politiskt eller ekonomiskt verktyg av givarländerna i form av bundet bistånd. Bundet bistånd är globalt sett som ett sämre alternativ till obundet bistånd ur ett ekonomiskt perspektiv i from

Abstract Poor ovarian response (POR) in IVF can lead to cancelling a treatment cycle which is a physical and mental strain on the patient. To beforehand identify the patient’s ovarian response would possibly prevent the risk of unsuccessful stimulation. POR has been linked to polymorphisms in the FSH receptor. Using the FSHR genotype as prognostic criteria would permit individualisation of dosing

Most people seem to prefer to receive information through oral transmission. In this study I examine how recordings of oral documents behave in an archival context. The documents that are examined are recordings of songs, sang by a single informant over several years, that has later been incorporated as records at Skånes musiksamlingar. The study filters the oral documents through a continuum thin

Compared to other areas of EU law, where the Commission is only the guardian of the Treaty, in the area of competition law it has enforcement powers. The enforcement is shared with the courts of the Member States. There are a number of instruments and rules, some newly introduced by the competition law modernisation, to ensure coherent application of EU law in a system of parallel competences. Tho

Author: Linn Billsten Palmberg, Annie Steffert Title: “Plockar man bort en, lägger sig de andra” – En studie om beteendesmitta på låsbar institution Supervisor: Jonas Ringström Assessor: Lars Harrysson Every year, around 1300 children and young people are placed in one of SiS special youth institutions in Sweden because of drug addiction, criminality and destructive behavior. These institutions h

H+ projektet i Helsingborg är ett stadsförnyelseprojekt som omfattar den centrala södra delen av staden. Projektet startades år 2002 och merparten förväntas vara bebyggt med bostäder, kontor och offentlig service år 2035. En miljon kvadratmeter mark som tidigare använts som hamn- och industriområde ska utvecklas, förnyas och länkas samman med centrum, söder och omkringliggande områden. Det första

Syftet med denna tvärsnittsstudie var att undersöka barns förståelse för empatiska reaktioners relationella innebörd och om denna skiljer sig beroende på ålder, samt undersöka om samband fanns mellan denna förmåga och förmåga till socialt perspektivtagande. Undersökningen jämförde barn i grundskolans årskurs 2 (n = 15, M = 8:7 år), årskurs 5 (n = 17, M = 11:8 år) och årskurs 8 (n = 13, M = 14:10 åThis cross-sectional study explored children’s understanding of empathic reactions relational meaning and if this understanding increases with age. It also explored an association between this ability and ability for social perspective taking. Comparisons were made between second graders (n = 15, M = 8:7 years), fifth graders (n = 17, M = 11:8 years) and eighth graders (n = 13, M = 14:10 years). T

Abstract Author: Jakob Rönnqvist Title: Värdegrundsarbete inom handikappomsorgen – en studie om medarbetares syn på värdegrundsarbete Supervisor: David Hoff In recent times, ethic related questions have come to play a major role within organiza-tions and corporations. The introduction to basic value work can be seen as a conse-quence of this process. Previous research indicates that basic value

Neurotoxic metabolites generated from tryptophan metabolism are increasingly regarded as a pathogenic mechanism in neurological and psychiatric disease including Huntington’s disease (HD). Specifically, the tryptophan-derived neurotoxin 3-hydroxykynurenine (3-HK) accumulates in HD brain and is capable of damaging neurons through excessive ROS-production and oxidative stress. The protein A1M, alpha

The deteriorating European economic situation has suggested the necessity of risk management in the exchange rate of EUR for governments and corporations, but there is few researches studying in this field. In this thesis, by choosing USD/EUR, JPY/EUR and GBP/EUR as subjects, with a focus on the availability of different methods to the estimation of exchange rate risk of EUR, we aim to calculate t

Vi har i denna uppsats studerat 131 svenska fonder för perioden 2007-01-01 till 2012-01-01 samt 2010-01-01 till 2012-01-01 där fonderna i majoritet placerat sina tillgångar på den svenska marknaden. Vi har valt att utföra en prestationsutvärdering med hjälp av Jensen´s alfa, Tracking-Error, Modigliani-squared samt Henriksson and Mertons test för selektion och timingförmåga. Vi har även använt oss We have in this thesis studied 131 Swedish mutual funds during the period of 2007-01-01 until 2012-01-01 and the period of 2010-01-01 until 2012-01-01 where the mutual funds in majority have their assets placed in the Swedish market. We have chosen to do a performance evaluation by using Jensen´s alfa, Tracking-Error, Modigliani-squared and Henriksson and Merton´s test for the selection and timing

Utbrändhet blir allt vanligare och på senare år har undersökningar visat att även yngre personer riskerar att drabbas. Syftet med studien var att identifiera salutogener hos fem gymnasieungdomar som inte visade några tendenser till utbrändhet. För att få en djupare kunskap om vad det var som utmärkte dessa elever och gjorde att de var motståndskraftiga mot negativ stress och utbrändhet användes en

The aim of this study was to examine how commuting social workers, who work in child protective services (CPS), experienced their work in a smaller urban environment. Working in CPS means that the social workers sometimes have to take drastic measurements to ensure the protection of children. This may not always go well with the rest of the family and sometimes even lead to hostility in the relati

In this thesis, Carl Sagan’s television series and book Cosmos is studied. Theories and concepts from literary studies (and related fields) are used to analyze the so-called “cosmic perspective”. The cosmic perspective is shown to be complex, composed of four different but related perspectives: space; time; humanity and cosmic evolution; and history of science and exploration. A number of ambiguit

Uppsatsens syfte är att undersöka om det är möjligt att med en viss handelsstrategi kunna möjliggöra sig en avkastning som är högre än index. Uppsatsen avhandlar tio slumpvis valda aktiers prisutveckling under perioden 1/1-2007 – 31/12-2011 och undersöker veckodagsskillnader i prissättningen. Två tillvägagångssätt har används och det första tillvägagångssättet har använts för att se om det finns e