Prerequisites for modeling price and return data series for the Bucharest Stock Exchange
Time series data from the capital market exhibits certain qualities which invalidate the hypotheses necessary for obtaining meaningful results from statistical modeling. This paper presents some of these qualities by looking at the time series for prices and returns on the Romanian Stock Exchange. T...
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| Format: | Article |
| Language: | English |
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General Association of Economists from Romania
2013-11-01
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| Series: | Theoretical and Applied Economics |
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| Online Access: |
http://store.ectap.ro/articole/926.pdf
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