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Media type:
E-Book
Title:
Statistica descriptivă a seriilor de timp financiare
:
Aplicaţii, Partea a doua (Descriptive Statistics of the Financial Time Series: Exercises, Part 2)
Footnote:
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 20, 2020 erstellt
Description:
Romanian Abstract: Această lucrare abordează evoluţia randamentelor logaritmice ale indicelui BET-XT, de la Bursa de Valori din Bucureşti, în perioada 17 februarie – 16 martie 2020. Seria de timp are un trend descendent şi o medie aritmetică negativă, care pot fi asociate efectelor recentei pandemii COVID-19
English Abstract: This paper approaches the evolution of BET-XT index logarithmic returns, from the Bucharest Stock Exchange for the period February 17th–March 16th, 2020. This time series has a descendent trend and a negative arithmetic mean, which could be related to the effects of 2019–20 coronavirus pandemic