18 resultados para Spatial conditional autoregressive model
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Dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science in Geospatial Technologies
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Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.
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Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies
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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics
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This paper intends to study whether financial liberalization tends to increase the likelihood of systemic banking crises. I used a sample of 79 countries with data spanning from 1973 to 2005 to run a panel probit model. I found that, if anything, financial liberalization as measured across seven different dimensions tends to decrease the probability of occurrence of a systemic banking crisis. I went further and did several robustness tests – used a conditional probit model, tested for different durations of liberalization impact and reduced the sample by considering only the first crisis event for each country. Main results still verified, proving the results’ robustness.
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In this thesis we implement estimating procedures in order to estimate threshold parameters for the continuous time threshold models driven by stochastic di®erential equations. The ¯rst procedure is based on the EM (expectation-maximization) algorithm applied to the threshold model built from the Brownian motion with drift process. The second procedure mimics one of the fundamental ideas in the estimation of the thresholds in time series context, that is, conditional least squares estimation. We implement this procedure not only for the threshold model built from the Brownian motion with drift process but also for more generic models as the ones built from the geometric Brownian motion or the Ornstein-Uhlenbeck process. Both procedures are implemented for simu- lated data and the least squares estimation procedure is also implemented for real data of daily prices from a set of international funds. The ¯rst fund is the PF-European Sus- tainable Equities-R fund from the Pictet Funds company and the second is the Parvest Europe Dynamic Growth fund from the BNP Paribas company. The data for both funds are daily prices from the year 2004. The last fund to be considered is the Converging Europe Bond fund from the Schroder company and the data are daily prices from the year 2005.
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MSC Dissertation in Computer Engineering
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Dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science in Geospatial Technologies
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A thesis submitted in partial satisfaction of the requirements for the degree of Doctor of Philosophy in Information Systems
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Thesis submitted to Faculdade de Ciências e Tecnologia of the Universidade Nova de Lisboa, in partial fulfillment of the requirements for the degree of Master in Computer Science
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Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.
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Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.
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Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.
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Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.
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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics