Theoretical aspects concerning the use of the statistical-econometric instruments the analysis of the financial assets

Constantin Anghelache and Madalina Gabriela Anghel
Additional contact information
Constantin Anghelache: Academia de Studii Economice, Bucuresti, Universitatea „Artifex” din Bucuresti
Madalina Gabriela Anghel: Universitatea „Artifex” din Bucuresti

Romanian Statistical Review Supplement, 2015, vol. 63, issue 9, 44-48

Abstract: The econometric modelling of the financial variables aims to obtain models meant to forecast to the best their future values, taking into account the inertial character of the progress of the analysed processes as well as the relatively predictable character of their evolution in response to certain deviations from the observed past. The econometric regression models or those based on the use of the chronologic series allow us to do prognoses on the ground of the observations subject of the analysis. Although requiring a volume of work quit significant, the regression models allow the identification of certain functional dependences between the various components of the capital market which secures a real possibility to forecast the phenomena subject of the analysis over a time horizon well established.

Keywords: financial asset; regression model; ARMA; ARCH; GARCH (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.revistadestatistica.ro/supliment/wp-con ... s_09_2015_A04_en.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:rsr:supplm:v:63:y:2015:i:9:p:44-48

Access Statistics for this article

More articles in Romanian Statistical Review Supplement from Romanian Statistical Review Contact information at EDIRC.
Bibliographic data for series maintained by Adrian Visoiu ().