Detalhes bibliográficos
| Ano de defesa: |
2016 |
| Autor(a) principal: |
LIMA, Neilson Ferreira de
 |
| Orientador(a): |
FERREIRA, Tiago Alessandro Espínola |
| Banca de defesa: |
MATTOS NETO, Paulo Salgado Gomes de,
FIGUEIREDO, Pedro Hugo de,
STOSIC, Tatijana,
CUNHA FILHO, Moacyr |
| Tipo de documento: |
Tese
|
| Tipo de acesso: |
Acesso aberto |
| Idioma: |
por |
| Instituição de defesa: |
Universidade Federal Rural de Pernambuco
|
| Programa de Pós-Graduação: |
Programa de Pós-Graduação em Biometria e Estatística Aplicada
|
| Departamento: |
Departamento de Estatística e Informática
|
| País: |
Brasil
|
| Palavras-chave em Português: |
|
| Área do conhecimento CNPq: |
|
| Link de acesso: |
http://www.tede2.ufrpe.br:8080/tede2/handle/tede2/7251
|
Resumo: |
The indices of stock exchanges serve as a thermometer for the stock market and it is, also, based on these indices that investors and researchers evaluate the economies and markets of countries, therefore, for these indices is possible to study the oscillations, profitability, decrease and growth of investment in stock exchanges.With this focus, the objective of this thesis was to develop a statistical model, inspired by the kinetic theory of gases and the theory of collision, to construct a probabilistic model based on rate of return, which could adjust the indices of global stock exchanges. The model proposed probability in this study was compared with the power of law and the exponential probability distribution. The new model better adjusted indexes of stock exchanges, and better explains the behavior of financial markets when compared to studies dealing with exponential distributions and power laws. |
