ALEXANDRU, Antoniade-Ciprian; CARAGEA, Nicoleta; DOBRE, … - In: Theoretical and Applied Economics XVIII(2013) (2013) 11(588), pp. 83-100
In recent years more and more complex software packages and more specialized are used to model and to explain economic process. In this paper we present a study on Romanian’s capital market volatility in ARCH and GARCH models using programming environment “R” as new statistical software....