Ajustarea Seriilor De Timp Financiare, Partea Întâi (Smoothing of Financial Time Series, Part 1)

69 Pages Posted: 17 Apr 2017

See all articles by Razvan Stefanescu

Razvan Stefanescu

University Dunarea De Jos Galati

Ramona Dumitriu

University Dunarea De Jos Galati

Date Written: April 15, 2017

Abstract

Romanian Abstract: Ajustarea seriilor de timp financiare poate facilita identificarea unor caracteristici importante precum trendul, ciclicitatea sau sezonalitatea. Poate fi, de asemenea, utilǎ în prognoza evoluţiei unor variabile financiare. În aceastǎ lucrare vom aborda câteva metode simple de ajustare a seriilor de timp, precum cele pe baza mediilor mobile simple sau centrate.

English 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.

Note: Downloadable document is in Russian.

Keywords: Financial Time Series, Smoothing, Forecasting

JEL Classification: C22, G00, G10

Suggested Citation

Stefanescu, Razvan and Dumitriu, Ramona, Ajustarea Seriilor De Timp Financiare, Partea Întâi (Smoothing of Financial Time Series, Part 1) (April 15, 2017). Available at SSRN: https://ssrn.com/abstract=2953390 or http://dx.doi.org/10.2139/ssrn.2953390

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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