Ajustarea seriilor de timp financiare,Partea întâi
Smoothing of financial time series, Part 1
Răzvan Stefanescu and
MPRA Paper from University Library of Munich, Germany
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
References: View references in EconPapers View complete reference list from CitEc
Citations Track citations by RSS feed
Downloads: (external link)
https://mpra.ub.uni-muenchen.de/78329/1/MPRA_paper_78329.pdf original version (application/pdf)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:78329
Access Statistics for this paper
More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Series data maintained by Joachim Winter ().