(Tartu Ülikool, 2025) Künnapas, Indrek; Kangro, Raul, juhendaja; Tartu Ülikool. Loodus- ja täppisteaduste valdkond; Tartu Ülikool. Matemaatika ja statistika instituut
The objective of this master’s thesis is to investigate possibilities of deploying statistical models in predicting annual returns of stocks on the Baltic Stock Exchange. Both, theoretical and practical aspects of linear regression, fixed effects, random effects, mixed effects and auto regressive model, are illustrated.