Conţinutul Analizei Seriilor De Timp Financiare (The Essentials of the Analysis of Financial Time Series )

54 Pages Posted: 12 Oct 2015

See all articles by Razvan Stefanescu

Razvan Stefanescu

University Dunarea De Jos Galati

Ramona Dumitriu

University Dunarea De Jos Galati

Date Written: October 11, 2015

Abstract

Romanian Abstract: Tehnicile seriilor de timp sunt utilizate frecvent în analiza financiară. Această lucrare abordează unele caracteristici ale variabilelor financiare care le particularizează evoluţia. Sunt prezentate, de asemenea, câteva tehnici simple de analiză a seriilor de timp.

English 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.

Note: Downloadable document is in Romanian.

Keywords: Time Series, Financial Variables, Asset Returns

JEL Classification: C22, G10, G12

Suggested Citation

Stefanescu, Razvan and Dumitriu, Ramona, Conţinutul Analizei Seriilor De Timp Financiare (The Essentials of the Analysis of Financial Time Series ) (October 11, 2015). Available at SSRN: https://ssrn.com/abstract=2672628 or http://dx.doi.org/10.2139/ssrn.2672628

Razvan Stefanescu (Contact Author)

University Dunarea De Jos Galati ( email )

Str. Domnească, nr. 47
Galati, 800008
Romania

Ramona Dumitriu

University Dunarea De Jos Galati ( email )

Romania

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