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This thesis aims to investigate the accuracy of Value-at-Risk and Expected Shortfall forecasts of various GARCH-type models based on five currency exchange rate pairs. The GARCH models are employed under different conditional distributional assumptions, and extended using the two-stage Extreme Value Theory (EVT) approach of McNeil and Frey (2000). The forecasts are evaluated through simulation usi
Denna kandidatuppsats ämnar undersöka hur förslaget till direktiv om bättre arbetsvillkor för plattformsarbete kommer att påverka korrekt fastställande av sysselsättningsstatus bland plattformsarbetare. Felklassificering av sysselsättningsstatus bland plattformsarbetare har blivit ett allt större problem, med en beräknad fem och en halv miljon människor som på senare tid riskerar att få sin sysselThis thesis seeks to investigate how the proposed Directive on improving working conditions in platform work will affect the classification of employment status among platform workers. The misclassification of employment status among platform workers has become an ever-growing issue, with an estimated five and a half million people being at risk of employment status misclassification as of la
Feedback for a proposal ranked among the top in the call for university-wide funding – Interdisciplinary projects focusing on Agenda 2030 and sustainable development Title of the proposal: Main applicant: Co-applicants: Criterion* Rated Relevance (1-7) Quality (1-7) Novelty (1-7) Development potential (1-7) External engagement (1-3) Feasibility (1-3) Relevance, development potential and external e
https://www.staff.lu.se/sites/staff.lu.se/files/2021-04/Feedback_proposals_ranked_top_Agenda2030_20210420.pdf - 2026-05-19
The association of physical activity to oral glucose tolerance test outcomes in multiple autoantibody positive children: The TEDDY Study OR I G I N A L A R T I C L E The association of physical activity to oral glucose tolerance test outcomes in multiple autoantibody positive children: The TEDDY Study Suzanne Bennett Johnson1 | Roy Tamura2 | Kerry L. McIver3 | Russell R. Pate3 | Kimberly A. Drisco
https://www.teddy.lu.se/sites/teddy.lu.se/files/2023-03/143%20MP244_Johnson_PedDiab_2022.pdf - 2026-05-19
Corrosion of cables can result in brittle and unexpected failures and represents a critical concern for prestressed concrete bridges with post-tensioned (PT) tendons. In these structures, corrosion is typically facilitated by inadequate grout injection and/or the use of poor-quality mortar during construction. Such deficiencies create favorable conditions for corrosion initiation and propagation.
More than 3500 samples of lichen genus Xanthoria s.l. were collected at 135 localities in the Baltic Sea–Kattegat area during 2022–2025. Of these, 177 were selected for phylogenetic analyses using ITS and mt-sequences. The phylogenetic tree of Xanthoria s.str. reveals 24 clades possibly corresponding to species, six of which are described, i. e. X. calcicola, X. coomae, X. ectaneoides, X. pedersen
This chapter describes the core concept sense of coherence (SOC), in terms of definition, measurement, distribution, dimensionality and stability over time. The extensive evidence base of research after Antonovsky died, shows that SOC is a multidimensional and culturally sensitive life orientation. To date, the SOC questionnaire has been used in at least 73 countries all over the world. In additio
General properties of terminating bands are briefly reviewed and exemplified on the observed high-spin properties ofl58Er andl56Er. The very similar features of the positive parity high-spin spectra of the N = 88 isotones of Dy, Er and Yb are pointed out and discussed. The possibility to estimate £(E2)-values in terminating bands from measured feeding times is explored. The spin contribution from
Objective: To develop a simple, easily administered pencil-and-paper questionnaire to determine the degree to which behavioral patterns play a role in smoking dependence. Methods: A modified Delphi technique was used to identify initial questions and to eliminate obvious duplications. Phase 2 utilized multiple statistical methods (principal components analysis, cluster analysis, stepwise multiple
Results from the design of a high-pressure chamber and its components, recently developed at the Lund Institute of Technology, are presented. The results show that at high pressures, when the lubricants have solidified, the density varies linearly with the pressure and the shear strength also increases nearly linearly with pressure. This is also true for the investigated gasses when they are compr
"The aim of this thesis is to study the implied volatility on certain warrants on the Nordic Derivatives Exchange and compare it to an EGARCH-forecasted volatility (which throughout the thesis is used as proxy for the true volatility by the authors) in order to see if the difference follows a specific pattern." The difference between the forecasted volatility and the implied volatility f
