Conţinutul analizei seriilor de timp financiare

Stefanescu, Razvan and Dumitriu, Ramona (2015): Conţinutul analizei seriilor de timp financiare.

Abstract

The time series techniques are widely used in the financial analysis. This paper approaches some characteristics of the financial variables that particularize their evolution. It also presents some simple techniques of the time series analysis.

• Item Type: MPRA Paper
• English Title: The Essentials of the Analysis of Financial Time Series
• Language: Romanian
• Keywords: Time Series, Financial Variables, Asset Returns
• Subjects: C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C22 - Time-Series Models ; Dynamic Quantile Regressions ; Dynamic Treatment Effect Models ; Diffusion Processes; G - Financial Economics > G1 - General Financial Markets > G10 - General; G - Financial Economics > G1 - General Financial Markets > G12 - Asset Pricing ; Trading Volume ; Bond Interest Rates

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