Predicting annual returns of individual stocks on the Baltic Stock Exchange
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Kirjastaja
Tartu Ülikool
Abstrakt
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.
Kirjeldus
Märksõnad
linear regression, fixed effects, random effects, mixed effects, auto regressive, stock market, lineaarne regressioon, fikseeritud mõjud, juhuslikud mõjud, sega-mõjud, autoregressiivne, aktsia turg