Modeling the Volatility Of the BET-FI Index
In this paper we conducted an analysis of stock market risk in Romania, namely on the basis of BET-FI sectoral index (Bucharest Exchange Trading Investment Funds) volatility, developed by the Bucharest Stock Exchange (BSE). We tried to identify an econometric model to model the volatility of the BET...
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| Huvudupphov: | , , |
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| Materialtyp: | Artigo |
| Språk: | Inglês |
| Utgiven: |
Romanian National Institute of Statistics
2013-08-01
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| Serie: | Revista Română de Statistică |
| Ämnen: | |
| Länkar: | http://www.revistadestatistica.ro/wp-content/uploads/2014/02/RRS_07_2013_a3en.pdf |
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