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

Stefanescu, Razvan and Dumitriu, Ramona, Statistica descriptivă a seriilor de timp financiare: Aplicaţii, Partea întâi (Descriptive Statistics of the Financial Time Series: Exercises, Part 1) (March 17, 2020). Available at SSRN: https://ssrn.com/abstract=3556165 or http://dx.doi.org/10.2139/ssrn.3556165

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Downloads
28
Abstract Views
254
PlumX Metrics