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undergraduate thesis
Statističke metode za mjerenje volatilnosti dionice
2015. urn:nbn:hr:162:944354
Šimićev, Andrija
University of Zadar
Department of Economics

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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

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

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

Šimićev, A. (2015). 'Statističke metode za mjerenje volatilnosti dionice', Undergraduate thesis, University of Zadar, accessed 13 July 2024, https://urn.nsk.hr/urn:nbn:hr:162:944354

Šimićev A. Statističke metode za mjerenje volatilnosti dionice [Undergraduate thesis]. Zadar: University of Zadar; 2015 [cited 2024 July 13] Available at: https://urn.nsk.hr/urn:nbn:hr:162:944354

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

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Metadata
TitleStatističke metode za mjerenje volatilnosti dionice
Title (english)Statistical Methods for Stock Volatility Measurement
AuthorAndrija Šimićev
MentorJosipa Perkov (mentor)
GranterUniversity of Zadar
(Department of Economics)
Zadar
Defense date and country2015-12-21, 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)
Languagecroatian
URN:NBNurn:nbn:hr:162:944354
Study programmeTitle: 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 resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2016-03-17 10:17:17