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The Statistic Analysis On The Returns Of The Bet, Cac 40 And Dow Jones Euro Stoxx 50 Portfolios

Author

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  • Viorica Chirila

    (University “Alexandru Ioan Cuza” Faculty of Economics And Business Administration, Iasi, Romania)

Abstract

The BET, CAC 40 and Dow Jones EURO STOXX 50 portfolios present the overall trend of the financial markets in Bucharest, Paris and Euro zone. In this paper we analyzed the returns of these portfolios, which allow us to emphasize the characteristics of the returns that can be obtained on those three financial markets. The analysis was made by using descriptive methods, evaluating the autocorrelation and the dependence of the returns.

Suggested Citation

  • Viorica Chirila, 2007. "The Statistic Analysis On The Returns Of The Bet, Cac 40 And Dow Jones Euro Stoxx 50 Portfolios," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(9S), pages 127-136, May.
    • Handle: RePEc:aio:rteyej:v:1:y:2007:i:9s:p:127-136
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    More about this item

    Keywords

    market indices; returns; autocorrelation; dependence;
    All these keywords.

    JEL classification:

    • G00 - Financial Economics - - General - - - General
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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