Statistična primerjava gibanj različnih borznih indeksov znotraj trgovalnega dne : delo diplomskega seminarja

Pirnat, Matej (author), Košir, Tomaž (mentor), Cergol, Boris (comentor)

• Language: Slovenian
• Keywords: finančna matematika, borzni indeksi, porazdelitvene lastnosti, časovne vrste, trgovalne strategije
• Work type: Final seminar paper
• Typology: 2.11 - Undergraduate Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [M. Pirnat]
• Year: 2011
• Number of pages: 44 str.
• PID: 20.500.12556/RUL-96808
• UDC: 519.8
• COBISS.SI-ID: 16384601
• Publication date in RUL: 16.10.2017

Secondary language

• Language: English
• Title: Statistical comparison of intraday moves of various indices
• Keywords: mathematical finance, stock indices, distributional properties, time series, trading strategies