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Ajustarea seriilor de timp financiare,Partea întâi

Smoothing of financial time series, Part 1

Răzvan Stefanescu and Ramona Dumitriu

MPRA Paper from University Library of Munich, Germany

Abstract: The financial time series smoothing could facilitate the identification of some important characteristics such as the trend, the cyclic or the seasonal pattern. It could be also useful in forecasting the evolutions of some financial variables. In this paper we approach some smoothing techniques, such as the simple or the centered moving average.

Keywords: Financial Time Series; Smoothing; Forecasting (search for similar items in EconPapers)
JEL-codes: C22 G00 G10 (search for similar items in EconPapers)
Date: 2017-04-15, Revised 2017-04-15
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