Analysis of the Empirical Distribution of Daily Returns of DJIA Index and Possibilities of Using Selected Distributions
Vyhodnotenie správnosti zhody vybraných distribúcií pre jednotlivé finančné údaje reprezentované rôznymi časovými obdobiami. Vhodnosť prispôsobenia vybraných distribúcií pre potreby modelovania denných výnosov DJIA indexu. Studentovo rozdelenie, Laplaceovo rozdelenie, logistické rozdelenie, Cauchyho...
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| Médium: | Kapitola |
| Jazyk: | English |
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