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Markov Regime Switching Model Implementation to the Stockholm Stock Market & Comparison with Equal Weight Portfolio

The unpredictable behaviour of financial time series has long been a concern for econometricians, making it difficult to find appropriate models with a satisfactory fit. The Markov regime switching model is a popular approach, much in behalf of the way it takes the shifts in the time series behaviour into account. The model in this thesis is based on a mixture of normal distributions, extended to

Frihet under kontroll -En kvalitativ studie om unga vuxna mäns erfarenheter och syn på sin villkorliga frigivning

Authors: Jessie Vernersson & Mikaela Johansson Title: Freedom under control: A qualitative study of young adult men's experiences and views on their conditional release. Supervisor: Lotti Rydberg The aim of the study is to examine how the government's institution Probation Service can be perceived by its clients from a power perspective. The issues we intended to answer was how client

Systematic study of azimuthal anisotropy in Cu plus Cu and Au plus Au collisions at root s(NN)=62.4 and 200 GeV

We have studied the dependence of azimuthal anisotropy nu(2) for inclusive and identified charged hadrons in Au + Au and Cu + Cu collisions on collision energy, species, and centrality. The values of nu(2) as a function of transverse momentum pT and centrality in Au + Au collisions at root s(NN) = 200 and 62.4 GeV are the same within uncertainties. However, in Cu + Cu collisions we observe a decre

Assistive Devices in Everyday Life for Very Old People - Use, Non-use and Opportunities for Use

The overarching aim of this thesis was to contribute to the existing knowledge on the use of assistive devices in everyday life, by adding the perspective of very old single living people in a European context, namely Latvia and Sweden. The aim was to investigate the socio-demographics and environmental and health aspects that impact on device use in the two national contexts. A further aim was to

Nuclear modification factors of phi mesons in d plus Au, Cu plus Cu, and Au plus Au collisions at root s(NN)=200 GeV

The PHENIX experiment at the Relativistic Heavy Ion Collider has performed systematic measurements of phi meson production in the K+K- decay channel at midrapidity in p + p, d + Au, Cu + Cu, and Au + Au collisions at root s(NN) = 200 GeV. Results are presented on the phi invariant yield and the nuclear modification factor R-AA for Au + Au and Cu + Cu, and R-dA for d + Au collisions, studied as a f

Restricted mesh simplification using edge contractions

We consider the problem of simplifying a planar triangle mesh using edge contractions, under the restriction that the resulting vertices must be a subset of the input set. That is, contraction of an edge must be made on to one of its adjacent vertices, which results in removing the other adjacent vertex. We show that if the perimeter of the mesh consists of at most five vertices, then we can alway

Immune responses elicited by apoB-100-derived peptides in mice

Peptides derived from apolipoprotein B (apoB)-100 have been previously used in vaccine preparations to treat atherosclerosis. Such vaccines have been shown to reduce atherosclerotic plaque development by 50 % in experimental animals, and this effect is associated with induction of T helper (Th)2 immune responses. In this study we immunised apolipoprotein E-deficient (apoE(-/-)) mice with apoB-100-

Inbreeding and homozygosity in breast cancer survival.

Genome-wide association studies (GWASs) help to understand the effects of single nucleotide polymorphisms (SNPs) on breast cancer (BC) progression and survival. We performed multiple analyses on data from a previously conducted GWAS for the influence of individual SNPs, runs of homozygosity (ROHs) and inbreeding on BC survival. (I.) The association of individual SNPs indicated no differences in th

Investigating highly replicated asthma genes as candidate genes for allergic rhinitis

Background: Asthma genetics has been extensively studied and many genes have been associated with the development or severity of this disease. In contrast, the genetic basis of allergic rhinitis (AR) has not been evaluated as extensively. It is well known that asthma is closely related with AR since a large proportion of individuals with asthma also present symptoms of AR, and patients with AR hav

Depression in Dercum's disease and in obesity: A case control study

Background: Dercum's disease is characterised by pronounced pain in the adipose tissue and a number of associated symptoms. The condition is usually accompanied by generalised weight gain. Many of the associated symptoms could also be signs of depression. Depression in Dercum's disease has been reported in case reports but has never been studied using an evidence-based methodology. The aim of this

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This paper presents research on the vocabulary used in textbooks for language courses in Italian for beginners. The goal of the research was to find out if there is any difference in vocabulary between textbooks written for a Swedish target audience on the one hand, and a target audience living in Italy on the other hand, and also what consequences, if any, these differences might have. The

Ad hominem argument i miljöprocessen - intressekonflikter hos partssakkunniga i mark- och miljödomstolarna

Genom att skapa och använda ett ramverk för att undersöka avgöranden från Mark- och miljööverdomstolen har jag analyserat om partiskhet är ett relevant skäl för domstolen att inte lita på partssakkunnig i miljöprocessen. Underlag för analysen är ett stort antal rättsfall från Mark- och miljööverdomstolen där argumentation om partiskhet förekommer. Det finns anledning att skilja mellan två olika sä

A survival analysis on endurance tests of chainsaws and power cutter components at Husqvarna Group AB

Vad påverkar tiden till haveri för motorsågar? En viktig del i utvecklingen av motorsågar är uthållighetstester av produkterna. Under testets gång registreras haverier och mätdata kopplat till produkterna. Genom att bättre förstå sambandet mellan dessa kan testmetodologin förbättras vilket i slutändan leder till motorsågar av högre kvalité. Därför försökte jag beskriva sambandet mellan mätdata oc

Biblioteks- och informationsvetenskapens överordnade identitet : ämnets betydelse för studentens yrkesinriktning

Library and information science (LIS), being a research area characterized by theoretical discord and definition disarray, provides an interesting field of inquiry. Its content, boundaries, scope and superior identity are not clearly stated. This Master s thesis focuses on a thus far unexplored perspective on the discipline: a conceivable statistic and causes- and- effect relationship between the

”Jag hade önskat att psykiatrin tog vår grupp på större allvar” - Hur organisationer kring gruppen utvecklingsstörda med psykisk ohälsa använder vårdplaneringar för att samverka

The purpose of this study was to examine the collaboration between organizations that care for mentally retarded persons with added psychiatric problems when they have the need of institutional care in the psychiatry. I have both looked at which kinds of collaboration there are and then looked closer on the coordinated care plan. I’ve also looked at how the organizations adjust themselves after th

Access to Justice-with the focus on indigenous law

The purpose of this thesis is to explore whether access to justice in Guatemala can be provided for the Mayan population by the use of their own justice system and what the consequences of its application would be. Prohibiting factors are economical, geographical, linguistic, cultural and institutional in nature. It is clearly the indigenous people that suffer most from the lack of the basic right

Pin Project Part II

The main purpose of the project has been to find the root cause to the failure of a machine component used to secure some vital parts (later on referred to as the pins) of a packing machine. It was already known that the failure had to do with fatigue, but the actual mechanisms were quite unknown. Measurements on the components did not indicate forces that should lead to failure. The components of

Can the use of leverage adjustment techniques give reliable estimates of beta risk?

Title: Can the use of leverage adjustment techniques give reliable estimates of beta risk? Purpose: Using the sample of American companies within the five industries for the period 1994-2009 the following hypothesis shall be tested: does the use of leverage adjustment techniques over-penalize the cost of equity for a high level of debt to equity ratio. Methodology: To analyze how well the levera

Crack spreads in crude oil futures - Hedging and speculation in the oil market

This study was performed using daily spot prices, from January 1997 through July 2004; of the three assets that constitute the crack spread i.e. crude oil, gasoline and heating oil - all listed on the New York Mercantile Exchange (NYMEX). Our objective has been to characterize the dynamics of the spread and subsequently create trading strategies to yield returns that surpass that of a passive appr