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Statistical analysis of the development indicators' impacts on e-commerce of individuals in selected European countries
Ksenija Dumičić, Ivana Skoko Bonić, Berislav Žmuk, 2018, original scientific article

Abstract: The aim of this paper is to analyse the influence of the development level indicators on the e-commerce, i.e. on the online purchase by individuals, in selected European countries in 2013. In the analysis, the main variable under study and all the independent variables are included as standardised. Based on nine variables, the principal component analysis with varimax rotation was performed and the two extracted factors were used as the regressors in the multiple regression analysis. In the regression model both components, Factor 1, which includes seven variables, called Prosperity, Investing in Education and IT Infrastructure, and Awareness, and Factor 2, comprised of two variables, called IT Skills, are statistically significant at the significance level of 1%. Both factors show a positive correlation with the online purchase of individuals. Inclusion and analysis of distributions and impacts of even nine independent variables, which make up two distinct factors affecting the e-commerce, make a new contribution of this work.
Keywords: e-commerce, broadband access to the Internet, factor analysis, multiple regression analysis
Published in DKUM: 10.10.2018; Views: 1145; Downloads: 366
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Capabilities of statistical residual-based control charts in short-and long-term stock trading
Berislav Žmuk, 2016, original scientific article

Abstract: The aim of this paper is to introduce and develop additional statistical tools to support the decision-making process in stock trading. The prices of CROBEX10 index stocks on the Zagreb Stock Exchange were used in the paper. The conducted trading simulations, based on the residual-based control charts, led to an investor’s profit in 67.92% cases. In the short run, the residual-based cumulative sum (CUSUM) control chart led to the highest portfolio profits. In the long run, when average stock prices were used and 2-sigma control limits set, the residual-based exponential weighted moving average control chart had the highest portfolio profit. In all other cases in the long run, the CUSUM control chart appeared to be the best choice. The acknowledgment that the SPC methods can be successfully used in stock trading will, hopefully, increase their use in this field.
Keywords: Zagreb Stock Exchange, investments, statistical process control, autocorrelation, residual-based control charts
Published in DKUM: 13.11.2017; Views: 1170; Downloads: 379
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