81. Kalmanov filterMaša Kavčič, 2014, undergraduate thesis Keywords: finančna matematika, Kalmanov filter, funkcija verjetja, model prostora stanj, BDP, časovne vrste, poslovni cikli, model neopazljivih komponent Full text (file, 407,83 KB) |
82. Retirement savings plan on stocksRok Potočnik, 2016, master's thesis Keywords: demography, retirement, pensions, pension funds, savings, shares, trends, theory, time series, calculations, research, analysis Full text (outside link) |
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85. Forecasting government bond spreads in a data-rich environment using the three-pass regression filterMarina Gomboc, 2017, master's thesis Keywords: capital market, securities, bonds, yield, economic forecasting, econometrics, methods, data, sampling, regression analysis Full text (outside link) |
86. Forecasting realized varianceAjda Marjanovič, 2021, master's thesis Keywords: business mathematics, finance, financial market, calculations, analysis of variance, regression analysis, models, research, analysis Full text (outside link) |
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88. An analysis of the oil shocks using three-pass regression filter factor estimation within the favarMiha Breznikar, 2018, master's thesis Keywords: oil, price, pricing, supply, demand, speculations, models, econometrics, calculations, evaluation, regression analysis Full text (outside link) |
89. Labour market adjustment and the role of institutionsSimon Savšek, 2019, doctoral dissertation Keywords: labour market, employment, level of employment, unemployment, flexibility, regulation, reforms, institutions, crises, research, analysis Full text (outside link) |
90. Electricity market uncertainty and time-varying volatility estimationBlaž Kovač, 2019, master's thesis Keywords: energetics, electricity, market, price, econometrics, calculations, models, stochastic processes, economic forecasting Full text (outside link) |