Ajustarea seriilor de timp financiare,Partea întâi

Stefanescu, Răzvan and Dumitriu, Ramona (2017): Ajustarea seriilor de timp financiare,Partea întâi.

Abstract

The financial time series smoothing could facilitate the identification of some important characteristics such as the trend, the cyclic or the seasonal pattern. It could be also useful in forecasting the evolutions of some financial variables. In this paper we approach some smoothing techniques, such as the simple or the centered moving average.

• Item Type: MPRA Paper
• English Title: Smoothing of financial time series, Part 1
• Language: Romanian
• Keywords: Financial Time Series, Smoothing, Forecasting
• 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 > G0 - General > G00 - General; G - Financial Economics > G1 - General Financial Markets > G10 - General

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