ФОНДОВИЙ РИНОК УКРАЇНИ ТА ЙОГО ЗВ’ЯЗОК ІЗ ФОНДОВИМИ РИНКАМИ СВІТУ НА ПРИКЛАДІ КОРЕЛЯЦІЇ ФОНДОВИХ ІНДЕКСІВ
Анотація
The work provides a brief definition of the stock market and describes its role in the economy. The place and significance of stock exchanges as an organized part of the stock market is revealed. For introductory purposes, a list of the world's most famous stock exchanges is provided, with an emphasis on the peculiarities of their history and activity. Stock indices are described as a result and consequence of stock exchange trading, some of the most famous of them are listed. The transition to the stock market of Ukraine with its operators (exchanges) and indices is underway. The question arises about the existence of dependence between stock indices of Ukraine and stock indices of other countries of the world. It is proposed to use correlation analysis in order to find and confirm the existence of links between indices, and a brief description of the analysis is provided. An overview of the data collected for calculations is given. The results of the work are a list of correlation coefficients for pairs of stock indices, which confirm the idea of certain dependencies between them.
Класифікація
Рецензії (0)
Написати рецензіюРецензій ще немає. Будьте першим!
Схожі роботи
On the (in)-dependence between financial and actuarial risk
Схоже за: Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis
Maximum Likelihood Drift Estimation for the Mixing of Two Fractional Brownian Motions
Схоже за: Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis
Approximation of multifractional Brownian motion by absolutely continuous processes
Схоже за: Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis
Exploring frequency of price overreactions in the Ukrainian stock market
Схоже за: Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis
Persistence in high frequency financial data: the case of the EuroStoxx 50 futures prices
Схоже за: Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis
Asymptotic Growth of Sample Paths of Tempered Fractional Brownian Motions, with Statistical Applications to Vasicek-Type Models
Схоже за: Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis