agricultural activities are risky activities. in these activities, various natural, social and economic risks have created fragile and vulnerable situation for producers. price risk in agricultural products has caused financial problems for many producers and farmers. to deal with these price risks and price fluctuations, there are varieties of tools. this paper focused on futures markets instr...

Í þessari grein er fjallað um viðhorf íslenskra barna til móðurmálsins og alþjóðamálsins ensku sérstaklega hugað að hvað þau segja íslensku- enskukennslu á yngsta stigi miðstigi grunnskólans. Greinin byggist gögnum úr viðtalshluta öndvegisverkefnisins Greining málfræðilegum afleiðingum stafræns málsambýlis, sem Sigríður Sigurjónsdóttir Eiríkur Rögnvaldsson stýrðu árin 2016–2019. Innan verkefnis...

The purpose of this thesis is to investigate different formulations of multivariate GARCH models and to apply two of the popular ones – the BEKKGARCH model and the DCCGARCH model – in evaluating the volatility of a portfolio of zero-coupon bonds. Multivariate GARCH models are considered as one of the most useful tools for analyzing and forecasting the volatility of time series when volatility f...

We propose a new Conditional BEKK matrix-F (CBF) model for the time-varying realized covariance (RCOV) matrices. This CBF is capable of capturing heavy-tailed RCOV, which an important stylized fact but could not be handled adequately by Wishart-based models. To further mimic long memory feature special with conditional heterogeneous autoregressive (HAR) structure introduced. Moreover, we give s...

The monetary policy in the frame of monetary transaction through stocks market affects the stocks’ price that these prices also affect the economy with impacting consuming and investing expenses. In another word, based on the importance of monetary part in commercial banks, the effect of these policies on bank stocks has a great importance that is studied in his project. For this purpose, the d...