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Spline Regression And Research Of Capital Market Under Financial Crises Impact

Author

Listed:
  • Liviu Geambaşu

    (Bucharest Academy of Economic Studies)

  • Ion Stancu

    (Bucharest Academy of Economic Studies)

Abstract

Identifying mathematical and statistical models which to insure a theoretical evaluation closer to empirical data observed represents an important preoccupation for both theoretical and practical professionals in the financial field. Over time there were elaborated models which forecast the evolution of markets and also to explain the past evolutions. The present paper intends to describe the spline regressions as simple solutions for explaining the historical values and for forecast the future ones. The spline regressions are relative easily to develop and manage if compared to complex models developed over time, offering explanatory and forecasting results superior to simple regressions.

Suggested Citation

  • Liviu Geambaşu & Ion Stancu, 2011. "Spline Regression And Research Of Capital Market Under Financial Crises Impact," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 5(5(558)(su), pages 278-286, July.
    • Handle: RePEc:agr:journl:v:5(558)(supplement):y:2011:i:5(558)(supplement):p:278-286
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