Statistica descriptivă a seriilor de timp financiare: Aplicaţii, Partea a doua (Descriptive Statistics of the Financial Time Series: Exercises, Part 2)

19 Pages Posted: 23 Mar 2020

See all articles by Razvan Stefanescu

Razvan Stefanescu

affiliation not provided to SSRN

Ramona Dumitriu

affiliation not provided to SSRN

Date Written: March 20, 2020

Abstract

Romanian Abstract: Această lucrare abordează evoluţia randamentelor logaritmice ale indicelui BET-XT, de la Bursa de Valori din Bucureşti, în perioada 17 februarie – 16 martie 2020. Seria de timp are un trend descendent şi o medie aritmetică negativă, care pot fi asociate efectelor recentei pandemii COVID-19.

English Abstract: This paper approaches the evolution of BET-XT index logarithmic returns, from the Bucharest Stock Exchange for the period February 17th–March 16th, 2020. This time series has a descendent trend and a negative arithmetic mean, which could be related to the effects of 2019–20 coronavirus pandemic.

Note: Downloadable document is in Romanian.

Keywords: Descriptive Statistics, Financial Variables, Trends

JEL Classification: C10, G10, G19

Suggested Citation

Stefanescu, Razvan and Dumitriu, Ramona, Statistica descriptivă a seriilor de timp financiare: Aplicaţii, Partea a doua (Descriptive Statistics of the Financial Time Series: Exercises, Part 2) (March 20, 2020). Available at SSRN: https://ssrn.com/abstract=3558045 or http://dx.doi.org/10.2139/ssrn.3558045

Razvan Stefanescu (Contact Author)

affiliation not provided to SSRN

Ramona Dumitriu

affiliation not provided to SSRN

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

Paper statistics

Downloads
21
Abstract Views
255
PlumX Metrics