Descriptive Statistics and General Characteristics of the Stock Market

Sardar M. N. Islam () and Sethapong Watanapalachaikul ()
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Sardar M. N. Islam: Victoria University
Sethapong Watanapalachaikul: Victoria University

Chapter 3 in Empirical Finance, 2005, pp 25-51 from Springer

Abstract: Abstract A stock market index is a tool for measuring the performance of an entire stock market or group of related stocks. It plays an important role in finance, as it is often associated with particular stock exchanges or industries, which is used in many finance and econometric applications and models (Gourieroux and Jasiak 2001) for analyzing the empirical characteristics of the financial system and the stock market.

Keywords: Stock Market; Mean Absolute Percentage Error; Mean Square Deviation; Mean Absolute Deviation; Exponential Smoothing (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/978-3-7908-2666-1_3

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