THE STATISTIC ANALYSIS ON THE RETURNS OF THE BET, CAC 40 AND DOW JONES EURO STOXX 50 PORTFOLIOS

Viorica Chirila

Revista Tinerilor Economisti (The Young Economists Journal), 2007, vol. 1, issue 9S, 127-136

Abstract: The BET, CAC 40 and Dow Jones EURO STOXX 50 portfolios present the overall trend of the financial markets in Bucharest, Paris and Euro zone. In this paper we analyzed the returns of these portfolios, which allow us to emphasize the characteristics of the returns that can be obtained on those three financial markets. The analysis was made by using descriptive methods, evaluating the autocorrelation and the dependence of the returns.

Keywords: market indices; returns; autocorrelation; dependence (search for similar items in EconPapers)
JEL-codes: G00 G11 (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:aio:rteyej:v:1:y:2007:i:9s:p:127-136

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