Statistica descriptivă a seriilor de timp financiare: Aplicaţii, Partea a treia (Descriptive Statistics of the Financial Time Series: Exercises, Part 3)

14 Pages Posted: 16 Apr 2020

See all articles by Razvan Stefanescu

Razvan Stefanescu

affiliation not provided to SSRN

Ramona Dumitriu

affiliation not provided to SSRN

Date Written: March 22, 2020

Abstract

Romanian Abstract: O histogramă poate fi un instrument util în sesizarea unor proprietăţi ale seriilor de timp financiare. Această lucrare prezintă construirea unei histograme asociate randamentelor logaritmice ale valorilor zilnice ale ratei de schimb dintre leul românesc şi euro din perioada 17 martie 2017 – 17 martie 2020.

English Abstract: A histogram could be an useful tool in revealing some properties of the financial time series. This paper presents the making of a histogram associated to logarithmic returns of the Romanian leu – euro exchange rate daily values for the period 17th March 2017 –16th March 2020.

Note: Downloadable document available in Romanian.

Keywords: Descriptive Statistics, Financial Variables, Histogram

JEL Classification: C10, G10, G19

Suggested Citation

Stefanescu, Razvan and Dumitriu, Ramona, Statistica descriptivă a seriilor de timp financiare: Aplicaţii, Partea a treia (Descriptive Statistics of the Financial Time Series: Exercises, Part 3) (March 22, 2020). Available at SSRN: https://ssrn.com/abstract=3559056 or http://dx.doi.org/10.2139/ssrn.3559056

Razvan Stefanescu (Contact Author)

affiliation not provided to SSRN

Ramona Dumitriu

affiliation not provided to SSRN

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