Statistical Indicators Used in the Analysis of Portfolios of Financial Instruments
AbstractThe analysis of economic phenomena, including those pertaining to the specific activity of the stock market, can be started by using a set of specific indicators, by which can be determined the overall trend of the data subject to present research. In this sense, in the literature of our country and from abroad, there have been defined indicators that define both the variation of the terms of the series, as well as the values of the average that characterize it.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Romanian Statistical Review in its journal Romanian Statistical Review Supplement.
Volume (Year): 60 (2012)
Issue (Month): 4 (November)
Contact details of provider:
Postal: 16 Libertatii Avenue, Sector 5, Bucureşti, Code 70542
Phone: 004 021 336 2691
Fax: 004 021 3124873
Web page: http://www.revistadestatistica.ro
More information through EDIRC
time series; statistical indicator; financial assets; return; portfolio;
Find related papers by JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Georgi N. Boshnakov & Bisher M. Iqelan, 2009. "Generation Of Time Series Models With Given Spectral Properties," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(3), pages 349-368, 05.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Adrian Visoiu).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.