Predicting annual returns of individual stocks on the Baltic Stock Exchange
Predicting annual returns of individual stocks on the Baltic Stock Exchange
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.
- University of Tartu Estonia
- Comenius-Institu Germany
fixed effects, fikseeritud mõjud, võrguväljaanded, aktsia turg, lineaarne regressioon, stock market, sega-mõjud, linear regression, mixed effects, random effects, autoregressiivne, magistritööd, juhuslikud mõjud, auto regressive
fixed effects, fikseeritud mõjud, võrguväljaanded, aktsia turg, lineaarne regressioon, stock market, sega-mõjud, linear regression, mixed effects, random effects, autoregressiivne, magistritööd, juhuslikud mõjud, auto regressive
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