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We apply the GARCH-copula method to estimate Value at Risk (VaR) for European and Stockholm stock indices. First, marginal distributions are estimated by the ARMA-GARCH model with normal, Student-t, and skewed t distributions. Then we investigate the tails of innovations of ARMA-GARCH models using the Peaks over thresholds method and find that the distributions of stock returns are asymmetric
We study a network formation game where n players, identified with the nodes of a directed graph to be formed, choose where to wire their outgoing links in order to maximize their PageRank centrality. Specifically, the action of every player i consists in the wiring of a predetermined number di of directed out-links, and her utility is her own PageRank centrality in the network resulting from the
En människa exponeras och angrips varje dag av virus och bakterier och immunförsvaret skyddar oss från dessa angrepp. Immunförsvaret utgörs av vita blodkroppar som bildas i benmärgen och sprids vidare ut i kroppen. De vita blodkropparna finns i många olika varianter och varje variant har en specifik uppgift. Lymfocyter är en typ av vita blodkroppar och kan dela in i två huvudgrupper: Blymfocyter oToday antibodies are an important part in the treatment of diseases such as cancer and Guillain–Barré syndrome. It is of course important to be able to regulate the levels of the antibodies in the treatment. In this study a general method for antibody production were investigated. The antibody construct was made for transportation out of the cell. Four different tagged variants of an antibody wer
Att kunna följa och spela in handbollsmatcher automatiskt skulle kunna vara ett kraftfullt verktyg för både spelare och tränare vid utvärdering av lagprestationer. Automatisk inspelning skulle aven kunna användas för att webbsända matcher. Även om elitmatcher i handboll ofta spelas in, är syftet med inspelningarna inte att ge tränare data om hur laget har spelat. När idrott spelas in för att sändaThis thesis presents and evaluates different models aimed at tracking the play in handball matches. The tracking is designed to be used with automatic broadcasting of handball matches without any camera operator present. To solve this problem the Kanade-Lucas-Tomasi tracker is used to generate data of player movements on the handball court. From the tracker data, features are extracted and used as
Summary: Floodwater mosquitoes occur in temporary flooded areas and can cause tremendous nuisance in the near and far surroundings. In the Nedre Dalälven region in Central Sweden, mosquito control is based on application of the biological larvicide Bacillus thuringiensis israelensis (BTI) by helicopter. Precise mapping of the floodwater mosquito breeding sites, a prerequisite for successful BTI tr
Jag har identifierat ett speciellt samarbetsproblem inom området frånskilda föräldrars umgänge med sina gemensamma barn. Det handlar om att ena föräldern inte fullgör sitt umgänge utan bara uteblir. Jag har kallat detta för omvänt umgängessabotage. Jag har inte i dagens regelverk funnit någon rättslig lösning när detta problem inträffar. Därför har jag undersökt om problemet kan förebyggas i förväI have identified a problem of cooperation in the field of divorced parents spending time with their children. The problem is that one parent is deliberately absent and not fulfilling the agreements of spending time with the children. I have called it reverse visitation interference, and I haven’t found any legal solution to it. Therefore, I have evaluated if the problem can be prevented by agreement
Non-fungible tokens (NFTs) are a type of cryptocurrency that consist of unique, non-exchangeable tokens, which are traded on a blockchain. These unique tokens are associated with digital assets such as images, art, videos, or music. With the rapid rise of NFTs’ popularity in 2021, a community established around trading, selling, and collecting of NFTs. This study explored the NFT community at larg
Överbibliotekarie Kontaktinformation E-post: hakan [dot] carlsson [at] ub [dot] lu [dot] se Telefon: +46 46 222 82 22 Mobil: +46 70 981 78 83Organisation Universitetsbiblioteket Besöksadress: Helgonabacken 1, Lund Rumsnummer: Universitetsbiblioteket 431 Hämtställe: 19 WebbplatsHåkan Carlssons profil i Lunds universitets forskningsportal Publikationer Visar av publikationer. Sorterade efter år och
https://www.lub.lu.se/internt/hakan-carlsson - 2026-05-04
This paper reports on an empirical comparison of two prominent measures of individual risk attitudes - the Holt and Laury (2002) lottery-choice task and the multi-item questionnaire advocated by Dohmen et al. (2011) - with respect to their within-subject stability over time (one year) and their correlation with actual risk-taking behavior in the lab - here the amount sent in a trust game (Berg et
Modeller som beskriver a¨mnesyntesen i stja¨rnor och supernovor har haft begra¨nsad framg˚ang med att f¨orklara de observerade halterna i stja¨rnor. Dessa modeller a¨r inkonsekventa f¨or olika grund¨amnen och det saknas en komplett bild o¨ver den a¨mnesberikningen som sker i v˚art universum. Syntes av ¨amnen i stj¨arnor beror p˚a m˚anga faktorer som ursprunglig kemiska sam- mansa¨ttning hos stja¨r
Popular Abstract in English Consumption of multimedia content is one of the main tasks we perform in our day-to- day lives, such as listening to music on an iPod or watching the news from an online steaming service. As technology has evolved and enabled easier access to different content (basically access anything anywhere), our consumption has grown. In only the last decades we have evolved from Multimedia has become one of the cornerstones of our 21st century society and, when combined with mobility, has enabled a tremendous evolution of our society. However, joining these two concepts introduces many technical challenges. These range from having sufficient performance for handling multimedia content to having the battery stamina for acceptable mobile usage. When taking a projection of w
Particulate methane monooxygenase (pMMO) is one of the few enzymes that can activate methane. The metal content of this enzyme has been highly controversial, with suggestions of a dinuclear Fe site or mono-, di-, or trinuclear Cu sites. Crystal structures have shown a mono- or dinuclear Cu site, but the resolution was low and the geometry of the dinuclear site unusual. We have employed quantum ref
The spread of new beliefs, behaviors, conventions, norms, and technologies in social and economic networks are often driven by cascading mechanisms, and so are contagion dynamics in financial networks. Global behaviors generally emerge from the interplay between the structure of the interconnection topology and the local agents' interactions. We focus on the Threshold Model (TM) of cascades first
Medans världens fossila bränslereserver sinar har utvinningen av fossilgas genom hydraulisk spräckning, allmänt känt som fracking, vunnit mark internationellt. Parallellt med detta uppenbarar sig klimatförändringarnas katastrofala effekter och tiden är knapp för att ställa om global energiproduktion innan medeltemperaturen når så kallade ”tipping points”. Syftet med denna uppsats är att utforska dAs the world is running out on conventional fossil fuel reserves the extraction of fossil gas through hydraulic fracturing, commonly known as fracking, has gained further ground internationally. In parallel, the escalating and disastrous effects of climate change are evident and time is running out to adjust energy production systems in order to avoid tipping points of global temperature levels. T
