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Used Models And Criteria For Asset Yields Explanation


  • Florin Dan PIELEANU

    (Academy of Economic Studies, Bucharest)


There were compared two known models (CAPM and TPA resuting the model describing better, in case of Romania, cashings and variation of cashings for ensured guarantees. There were taken into account monthly cashings (1.01.2005-31.12.2010 period) of 60 companies listed at Bucharest Stock Exchange (BVB).

Suggested Citation

  • Florin Dan PIELEANU, 2012. "Used Models And Criteria For Asset Yields Explanation," Romanian Statistical Review, Romanian Statistical Review, vol. 60(5), pages 15-30, June.
  • Handle: RePEc:rsr:journl:v:60:y:2012:i:5:p:15-30

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    References listed on IDEAS

    1. Kenneth Rogoff, 1996. "The Purchasing Power Parity Puzzle," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 647-668, June.
    2. George Athanasopoulos & Farshid Vahid, 2008. "A complete VARMA modelling methodology based on scalar components," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(3), pages 533-554, May.
    3. Hyndman, Rob J. & Koehler, Anne B., 2006. "Another look at measures of forecast accuracy," International Journal of Forecasting, Elsevier, vol. 22(4), pages 679-688.
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