Predicting annual returns of individual stocks on the Baltic Stock Exchange

dc.contributor.advisor	Kangro, Raul, juhendaja
dc.contributor.author	Künnapas, Indrek
dc.contributor.other	Tartu Ülikool. Loodus- ja täppisteaduste valdkond	et
dc.contributor.other	Tartu Ülikool. Matemaatika ja statistika instituut	et
dc.date.accessioned	2025-06-26T08:37:30Z
dc.date.available	2025-06-26T08:37:30Z
dc.date.issued	2025
dc.description.abstract	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.	en
dc.identifier.uri	https://hdl.handle.net/10062/111683
dc.language.iso	en
dc.publisher	Tartu Ülikool	et
dc.rights	Attribution-NonCommercial-NoDerivs 3.0 Estonia	en
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/3.0/ee/
dc.subject	linear regression	en
dc.subject	fixed effects	en
dc.subject	random effects	en
dc.subject	mixed effects	en
dc.subject	auto regressive	en
dc.subject	stock market	en
dc.subject	lineaarne regressioon	et
dc.subject	fikseeritud mõjud	et
dc.subject	juhuslikud mõjud	et
dc.subject	sega-mõjud	et
dc.subject	autoregressiivne	et
dc.subject	aktsia turg	et
dc.subject.other	magistritööd	et
dc.subject.other	võrguväljaanded	et
dc.title	Predicting annual returns of individual stocks on the Baltic Stock Exchange	en
dc.type	Thesis

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