Please use this identifier to cite or link to this item:
https://research.matf.bg.ac.rs/handle/123456789/2555| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Božin, Vladimir | en_US |
| dc.contributor.author | Lekić, Valentina | en_US |
| dc.contributor.author | Milošević, Bojana | en_US |
| dc.contributor.author | Obradović, Marko | en_US |
| dc.date.accessioned | 2025-09-16T14:23:06Z | - |
| dc.date.available | 2025-09-16T14:23:06Z | - |
| dc.identifier.uri | https://research.matf.bg.ac.rs/handle/123456789/2555 | - |
| dc.description.abstract | U ovom radu na osnovu goog podataka za cene opcija izvršena je analiza, kako bi se utvrdilo da li su oni u skladu sa vremenski homogenim Markovljevskim modelom za cene akcija na berzi. Rezultati su pokazali da to nije slucaj i da očekivana stepena veza izmedju modula karakterističnih funkcija ne važi. | en_US |
| dc.language.iso | other | en_US |
| dc.publisher | Beograd : Saobraćajni fakultet | en_US |
| dc.title | Testiranje Markovljevog svojstva na konkretnim podacima korišćenjem funkcije transformacije i analiza konvolucionog ponašanja distribucije verovatnoće | en_US |
| dc.type | Conference Object | en_US |
| dc.relation.conference | Simpozijum o operacionim istraživanjima SYM-OP-IS (41 ; 2014 ; Divčibare) | en_US |
| dc.relation.publication | Zbornik radova XLI Simpozijuma o operacionim istraživanjima SYM-OP-IS 2014 | en_US |
| dc.identifier.url | http://www.symopis2023.mod.gov.rs/download/istorijat/XLI_Simpozijum_o_operacionim_istrazivanjima.pdf | - |
| dc.contributor.affiliation | Real and Complex Analysis | en_US |
| dc.contributor.affiliation | Probability and Statistics | en_US |
| dc.contributor.affiliation | Probability and Statistics | en_US |
| dc.relation.isbn | 978-86-7395-325-0 | en_US |
| dc.description.rank | M63 | en_US |
| dc.relation.firstpage | 648 | en_US |
| dc.relation.lastpage | 652 | en_US |
| item.languageiso639-1 | other | - |
| item.cerifentitytype | Publications | - |
| item.openairetype | Conference Object | - |
| item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
| item.fulltext | No Fulltext | - |
| item.grantfulltext | none | - |
| crisitem.author.dept | Real and Complex Analysis | - |
| crisitem.author.dept | Probability and Statistics | - |
| crisitem.author.dept | Probability and Statistics | - |
| crisitem.author.orcid | 0009-0001-3845-453X | - |
| crisitem.author.orcid | 0000-0001-8243-9794 | - |
| crisitem.author.orcid | 0000-0002-6826-3232 | - |
| Appears in Collections: | Research outputs | |
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