delo diplomskega seminarja
Matej Pirnat (Author), Tomaž Košir (Mentor), Boris Cergol (Co-mentor)

Abstract

Statistična primerjava gibanj različnih borznih indeksov znotraj trgovalnega dne

Keywords

finančna matematika;borzni indeksi;porazdelitvene lastnosti;časovne vrste;trgovalne strategije;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [M. Pirnat]
UDC: 519.8
COBISS: 16384601 Link will open in a new window
Views: 777
Downloads: 243
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary title: Statistical comparison of intraday moves of various indices
Secondary keywords: mathematical finance;stock indices;distributional properties;time series;trading strategies;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 44 str.
ID: 10911031