This paper presents the classic-static beta values and beta values estimated by an asymmetric beta model. In asymmetric model we have the possibility to estimate the upside and downside betas, while in the static model we are not able to work it out. We will estimate the static and asymmetric...

In this paper we apply CAPM model in the financial time series of the share prices of Technology-Software Sector in Athens Exchange stock market for the period January 1st of 2002 to June 30th of 2008 for the enterprises quot;Dionicquot; and quot;Coca-Colaquot;. In one stock we apply the OLS...

This paper examines and presents a simple algorithm for prediction stock written in MATLAB code. We apply it to thirty stocks of the Athens exchange stock market . We obtain the stock returns and we would like to predict, not the actual price , but the sign of stock returns. The results are very...

The purpose of this paper is to examine if there are calendar anomalies in the Greek Stock market and to confirm the findings of other researches. Specifically two models are presented, one for the day of the week effect test and other for the month of the year effect. We provide GARCH...

In this work we show a briefly presentation of four approaches to opinion polls. The example we present here, is referred on exit polls which have been realized for the elections of Serres Municipal in Greece on October 22nd of 2006. The methodology can be applied in any opinion poll, not only...

In this paper is examined and presented an alternative method in time-series analysis and forecasting. In the specific project is being a concentration of certain ideas that I had as a student in the third and fourth year of my undergraduate studies in the Economic Science, as I had the unique...

In econometric theory an important problem of estimation is the appearance of autocorrelation and of course the solution of it so that we will be able get off the problem of the autocorrelation from the old model ant to conduct to a new econometric model to forecast the prises in the future as...