Sökning: "Emil Tingstrom"

Hittade 1 uppsats innehållade orden Emil Tingstrom.

1. 1. Modeling and Forecasting Stock Index Returns using Intermarket Factor Models : Predicting Returns and Return Spreads using Multiple Regression and Classication

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Emil Tingstrom; [2015]
   Nyckelord :;

   Sammanfattning : The purpose of this thesis is to examine the predictability of stock indices with regression models based on intermarket factors. The underlying idea is that there is some correlation between past price changes and future price changes, and that models attempting to capture this could be improved by including information derived from correlated assets to make predictions of future price changes. LÄS MER