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Statistična primerjava gibanja znotrajdnevnih borznih tečajev s simuliranimi po modelu geometrijskega Brownovega gibanja : magistrsko deloPirnat, Matej, matematikType of material - master's thesis ; adult, seriousPublication and manufacture - Ljubljana : [M. Pirnat], 2014Language - slovenianCOBISS.SI-ID - 17206361
Author
Pirnat, Matej, matematik
Other authors
Bernik, Janez, 1967-
Topics
geometrijsko Brownovo gibanje |
simuliranje časovnih vrst tečajev |
model skritih markovskih verig |
statistično testiranje |
test homogenosti |
analiza znotrajdnevnih borznih tečajev |
visokofrekvenčni podatki |
simulacija števila poslov |
terminske pogodbe |
geometric Brownian motion |
simulation of price movement |
hidden Markov chain model |
statistical testing |
test of homogeneity |
intraday quotes analysis |
high-frequency data |
simulation of trading volume |
futures contracts
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Skladišče-Jadranska 21 0000014440/0000000022 Skladišče-Jadranska 21 14440/22 |
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Database name | Field | Year |
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Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
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Pirnat, Matej, matematik | |
Bernik, Janez, 1967- | 12040 |
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