An econophysical investigation : using the Boltzmann distribution to determine market temperature as applied to the JSE all share index

An econophysical investigation : using the Boltzmann distribution to determine market temperature as applied to the JSE all share index

Thesis (MBA (Business Management))--University of Stellenbosch, 2009. === ENGLISH ABSTRACT: Econophysics is a relatively new branch of physics. It entails the use of models in physics applied to economics. The distributions of financial time series are the aspect most intensely studied by physicis...

Full description

Bibliographic Details
Main Author: Brand, Rene
Other Authors: Biekpe, N.
Format: Others
Language:en
Published: Stellenbosch : University of Stellenbosch 2010
Subjects:
Dissertations > Business management
Boltzmann distribution stock exchange data
Volatility forecasting method
Econophysics
Market temperature GARCH
Emerging markets
Theses > Business management
Stock exchanges
Stock price forecasting
Online Access:http://hdl.handle.net/10019.1/879

Internet

http://hdl.handle.net/10019.1/879

Similar Items