Statistica descriptivă a seriilor de timp financiare: Aplicaţii, Partea întâi (Descriptive Statistics of the Financial Time Series: Exercises, Part 1)
8 Pages Posted: 16 Apr 2020
Date Written: March 17, 2020
Abstract
Romanian Abstract: Unele tehnici ale statisticii descriptive pot servi la cuantificarea trăsăturilor importante ale seriilor de timp financiare. Această lucrare abordează evoluţia randamentelor logaritmice ale BITCOIN din perioada 1 februarie – 16 martie 2020. Rezultatele tehnicilor statistice indică o medie aritmetică negativă şi o volatilitate semificativă. Seria randamentelor are o o boltire leptokurtică şi o asimetrie negativă.
English Abstract: Some techniques of descriptive statistics could be used for quantifying important features of the financial variables evolution. This paper approaches the evolution of logarithmic returns of BITCOIN for the period February 1st – March 16th, 2020. The results indicate a negative arithmetic mean and a significant volatility. The distribution of returns is leptokurtic with a negative skewness.
Note: Downloadable document available in Romanian.
Keywords: Descriptive Statistics, Financial Variables, Quantitative Techniques
JEL Classification: C10, G10, G19
Suggested Citation: Suggested Citation