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Modele de analiza a volatilitii pietei capital din Romania

Alexandru, Antoniade-Ciprian - 2013

Persistent link: https://www.econbiz.de/10010432517

Investit̜iile străine directe în România : cu o prefaţă de acad. Aurel Iancu

Anghel, Ion E. - 2002

Persistent link: https://www.econbiz.de/10008689191

Dinamica pieţelor de capital emergente

Diaconaşu, Diana-Elena - 2014

Persistent link: https://www.econbiz.de/10010470742

Analiza riscului în evaluarea oportunitatilor internationale de investitii. Perspective în modelarea si previzionarea volatilitatii utilizate în estimarea riscului

Matei, Marius - Institutul de Prognoza Economica, Institutul National … - 2009

empiric. Am sugerat ca pentru portofoliile formate din sute si mii de variabile, Principal Component-GARCH este modelul … potrivit de utilizat pentru previzionarea volatilitatii. Calitatile modelului PC-GARCH sunt puse în valoare din perspectiva … acestuia de minimizare a eforturilor computationale (prin transformarea modelelor multivariate GARCH în modele univariate …

Persistent link: https://www.econbiz.de/10008472196

Price Volatility, Expectations and Monetary Policy in Nigeria

Olumide, Ajimuda - In: Annals - Economy Series 1 (2009) May, pp. 109-140

likelihood estimator in addition to the GARCH (p, q model) to estimate the steady state model of inflation. As a measure of … volatility, the conditional standard deviation for inflation was obtained from the GARCH model. Inflation expectation was solved …

Persistent link: https://www.econbiz.de/10008459912

RAPORTUL DE CAUZALITATE DINTRE CRIZELE FINANCIARE ACTUALE SI CRESTEREA INTEGRARII FINANCIARE

BAKO, Dana - In: Revista Tinerilor Economisti (The Young Economists Journal) 1 (2006) 6, pp. 76-81

The world had to face last century a series of financial crashes which were felt more or less intense in every country. As the links between national economies became stronger, the consequences of the financial crises spread faster. Thus, giving both governments and citizens more reasons to...

Persistent link: https://www.econbiz.de/10008603093

Investment Patterns on Emerging Stock Markets

Zoicas-Ienciu, Adrian - In: Theoretical and Applied Economics 2(497) (2006) 2(497), pp. 13-18

The globalization improves the prospects for the emerging markets to attain an economic development level comparable with that of industrialized countries. Without ignoring the specific policies concerning the openness degree, globalization might increase capital and technology flows towards...

Persistent link: https://www.econbiz.de/10005099671

Testing the Informational Efficiency on the Romanian Financial Market

Dima, Bogdan; Pirtea, Marilen; Murgea, Aurora - In: Theoretical and Applied Economics 1(496) (2006) 1(496), pp. 43-47

The classical models of portfolio selection could not be applied on a market were the efficient market hypothesis is not valid (at least in a "weak" sense). The aim of this paper is to enlighten the difficulties of portfolio construction in a financial market with institutional and structural...

Persistent link: https://www.econbiz.de/10005087850