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Conţinutul analizei seriilor de timp financiare
[The Essentials of the Analysis of Financial Time Series]

Author

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  • Stefanescu, Razvan
  • Dumitriu, Ramona

Abstract

The time series techniques are widely used in the financial analysis. This paper approaches some characteristics of the financial variables that particularize their evolution. It also presents some simple techniques of the time series analysis.

Suggested Citation

  • Stefanescu, Razvan & Dumitriu, Ramona, 2015. "Conţinutul analizei seriilor de timp financiare [The Essentials of the Analysis of Financial Time Series]," MPRA Paper 67175, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:67175
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    File URL: https://mpra.ub.uni-muenchen.de/67175/1/MPRA_paper_67175.pdf
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    References listed on IDEAS

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    Cited by:

    1. Stefanescu, Răzvan & Dumitriu, Ramona, 2017. "Ajustarea seriilor de timp financiare,Partea întâi [Smoothing of financial time series, Part 1]," MPRA Paper 78329, University Library of Munich, Germany, revised 15 Apr 2017.
    2. Stefanescu, Răzvan & Dumitriu, Ramona, 2019. "Obiective ale analizei trendurilor seriilor de timp discrete [Objectives of the analysis of trends in discrete time series]," MPRA Paper 97821, University Library of Munich, Germany, revised 23 Dec 2019.
    3. Stefanescu, Răzvan & Dumitriu, Ramona, 2016. "Statistica descriptivă a seriilor de timp financiare [Descriptive statistics of the financial time series]," MPRA Paper 72268, University Library of Munich, Germany.

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    More about this item

    Keywords

    Time Series; Financial Variables; Asset Returns;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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