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Showing 1 to 2 of 2 for “"Financial science"”.

  1. Empirical Essays on Financial Economics

    … measuring the state of the Swedish economy with financial variables. Instead of using relative deviations from a specified date or level of the exchange rate, interest rate, house prices, and stock prices, as in a standard Financial Conditions Index (FCI), we use deviations from estimated …

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  2. Essays on Financial Markets

    … essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. Orthogonal GARCH is built on principal component analysis and makes the creation of positive …

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