Sökning: "emil grimsved"

Hittade 2 uppsatser innehållade orden emil grimsved.

1. 1. "Evaluating the Efficiency of the Swedish Stock Market: a Markovian Approach"

   Kandidat-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaper

   Författare :Emil Grimsved; John Pavia; [2015-09-14]
   Nyckelord :;

   Sammanfattning : This thesis evaluates weak form efficiency of the Swedish stock market, by testing whether or not the index OMXSPI follows a random walk. Returns of the index are mapped onto one of two states by the use of a simple mapping rule, and the resulting data set is treated as a higher-order Markov chain for the purpose of analysis. LÄS MER

3. 2. Evaluating the Efficiency of the Swedish Stock Market: a Markovian Approach

   Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Emil Grimsved; John Pavia; [2015-07-03]
   Nyckelord :;

   Sammanfattning : This paper evaluates weak form efficiency of the Swedish stock market, by testing whether or not the index OMXSPI follows a random walk. The returns of the index are mapped onto one of two states, and the resulting data set is treated as a higher- order Markov chain for the purpose of analysis. LÄS MER