Prediction of imputed share returns
Investigation of the possibility of predicting imputed moments of the distribution of stock returns. Factors affecting moments among macroeconomic and individual variables. The relationship between volatility and profitability, kurtosis and profitability.
| Рубрика | Экономика и экономическая теория |
| Вид | курсовая работа |
| Язык | английский |
| Дата добавления | 28.10.2019 |
| Размер файла | 637,9 K |
Соглашение об использовании материалов сайта
Просим использовать работы, опубликованные на сайте, исключительно в личных целях. Публикация материалов на других сайтах запрещена.
Данная работа (и все другие) доступна для скачивания совершенно бесплатно. Мысленно можете поблагодарить ее автора и коллектив сайта.
Отправить свою хорошую работу в базу знаний просто. Используйте форму, расположенную ниже
Студенты, аспиранты, молодые ученые, использующие базу знаний в своей учебе и работе, будут вам очень благодарны.
Подобные документы
Mergers and acquisitions: definitions, history and types of the deals. Previous studies of post-merger performance and announcement returns and Russian M&A market. Analysis of factors driving abnormal announcement returns and the effect of 2014 events.
дипломная работа [7,0 M], добавлен 02.11.2015Calculation of accounting and economic profits. The law of diminishing returns. Short-Run production relationships and production costs, it's graphic representation. The long-run cost curve. Average fixed, variable, total costs and marginal costs.
презентация [66,7 K], добавлен 19.10.2016Solving the problem of non-stationary time series. Estimating nominal exchange rate volatility ruble/dollar by using autoregressive model with distributed lags. Constructing regressions. Determination of causality between aggregate export and volatility.
курсовая работа [517,2 K], добавлен 03.09.2016The stock market and economic growth: theoretical and analytical questions. Analysis of the mechanism of the financial market on the efficient allocation of resources in the economy and to define the specific role of stock market prices in the process.
дипломная работа [5,3 M], добавлен 07.07.2013Estimate risk-neutral probabilities and the rational for its application. Empirical results of predictive power assessment for risk-neutral probabilities as well as their comparisons with stock-implied probabilities defined as in Samuelson and Rosenthal.
дипломная работа [549,4 K], добавлен 02.11.2015Issues about housing prices formation process. Analytical model of housing prices. Definition a type of relationship between the set of independent variables and housing prices. The graph of real housing prices of all Russian regions during the period.
курсовая работа [1,6 M], добавлен 23.09.2016What is Demand. Factors affecting demand. The Law of demand. What is Supply. Economic equilibrium. Demand is an economic concept that describes a buyer's desire, willingness and ability to pay a price for a specific quantity of a good or service.
презентация [631,9 K], добавлен 11.12.2013Thematic review of the characteristics of each factor of production. The theories of main economists. The possible variants of new factors of production. Labor resources. "Elementary factors of the labour-process" or "productive forces" of Marx.
реферат [437,4 K], добавлен 18.10.2014Short and long run macroeconomic model. Saving and Investment in Italy, small open economy. Government expenditure and saving scatterplot. Loanable market equilibrium in closed economy in the USA. Okun’s Law in the USA and Italy, keynesian cross.
курсовая работа [1,6 M], добавлен 20.11.2013Financial bubble - a phenomenon on the financial market, when the assessments of people exceed the fair price. The description of key figures of financial bubble. Methods of predicting the emergence of financial bubbles, their use in different situations.
реферат [90,0 K], добавлен 14.02.2016
