Statističke metode za mjerenje volatilnosti dionice

Šimićev, Andrija

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undergraduate thesis

Statističke metode za mjerenje volatilnosti dionice

Zadar: University of Zadar, 2015. urn:nbn:hr:162:944354

Šimićev, Andrija

University of Zadar
Department of Economics

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APA 6th Edition

Šimićev, A. (2015). Statističke metode za mjerenje volatilnosti dionice (Undergraduate thesis). Zadar: University of Zadar. Retrieved from https://urn.nsk.hr/urn:nbn:hr:162:944354

MLA 8th Edition

Šimićev, Andrija. "Statističke metode za mjerenje volatilnosti dionice." Undergraduate thesis, University of Zadar, 2015. https://urn.nsk.hr/urn:nbn:hr:162:944354

Chicago 17th Edition

Šimićev, Andrija. "Statističke metode za mjerenje volatilnosti dionice." Undergraduate thesis, University of Zadar, 2015. https://urn.nsk.hr/urn:nbn:hr:162:944354

Harvard

Šimićev, A. (2015). 'Statističke metode za mjerenje volatilnosti dionice', Undergraduate thesis, University of Zadar, accessed 24 April 2024, https://urn.nsk.hr/urn:nbn:hr:162:944354

Vancouver

Šimićev A. Statističke metode za mjerenje volatilnosti dionice [Undergraduate thesis]. Zadar: University of Zadar; 2015 [cited 2024 April 24] Available at: https://urn.nsk.hr/urn:nbn:hr:162:944354

IEEE

A. Šimićev, "Statističke metode za mjerenje volatilnosti dionice", Undergraduate thesis, University of Zadar, Zadar, 2015. Available at: https://urn.nsk.hr/urn:nbn:hr:162:944354

Cite this item: https://urn.nsk.hr/urn:nbn:hr:162:944354

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Metadata

Title	Statističke metode za mjerenje volatilnosti dionice
Title (english)	Statistical Methods for Stock Volatility Measurement
Author	Andrija Šimićev
Mentor	Josipa Perkov (mentor)
Granter	University of Zadar (Department of Economics) Zadar
Defense date and country	2015-12-21, Croatia
Scientific / art field, discipline and subdiscipline	SOCIAL SCIENCES Economics Business Mathematics and Statistics
Abstract	Volatilnost je promjena cijene indeksa u određenom razdoblju. Osnovne statističke metode za mjerenje volatilnosti dionice su standardna devijacija, koeficijent determinacije i beta koeficijent. Ovaj rad sagledava definicije pojmova dionice, burze, standardne devijacije, koeficijente determinacije i beta koeficijenta. Nakon definicija i kratkog opisa statističkih metoda, statističke metode se primijenjuju na dionice sa Zagrebačke burze i uspoređuju se rezultati dobivenih mjerenja. Najvažniji zaključak je da je standardna devijacija jedina od tri navedene metode koja nam pokazuje volatlnost dionice s njom samom.
Abstract (english)	Volatility is a change in the price index over a given period. Basic statistical methods for measuring stocks volatility are standard deviation, coefficient of determination and the beta coefficient. This paper examines the definitions of terms stocks, stock market, standard deviation, coefficient of determination and the beta coefficient. After definitions and a brief description of the statistical methods, statistical methods were applied to stocks from Zagreb Stock Exchange and are compared to the results obtained by measuring. The most important conclusion is that the standard deviation is the only one of the three methods which shows volatility of stock against itself. Key words: Stock, Stock market, Volatility,
Keywords
Keywords (english)
Language	croatian
URN:NBN	urn:nbn:hr:162:944354
Study programme	Title: Management Study programme type: university Study level: undergraduate Academic / professional title: sveučilišni/a prvostupnik/prvostupnica (baccalaureus/baccalaurea) ekonomije (sveučilišni/a prvostupnik/prvostupnica (baccalaureus/baccalaurea) ekonomije)
Type of resource	Text
File origin	Born digital
Access conditions	Open access
Terms of use
Repository	University of Zadar Institutional Repository
Created on	2016-03-17 10:17:17

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