The Slovenian Stock Market Index (SBI20 Slovenski Borzni Index) from the Aspect of Frequency Domain

Aleša Lotrič Dolinar ()
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Aleša Lotrič Dolinar: University of Ljubljana, Slovenia

Chapter 9 in Forecasting Financial Markets. Theory and Applications, 2005, vol. 0, pp 119-133 from University of Lodz

Abstract: Chapter 9 is devoted to the Slovenian market from the aspect of frequency domain. This is a study devoted to compare the spectral analysis with ARCH modeling of the SBI20 Slovenian index and EU-Stock index time series. The conclusion is that the methods are complementary and might be combined during the prowess of analysis of financial data of a considerably high frequency.

Keywords: Slovenian stock market; Spectral analysis; High frequency data (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:ann:findec:book:y:2005:n:00:ch:09:mon

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