THE STATISTIC ANALYSIS ON THE RETURNS OF THE BET, CAC 40 AND DOW JONES
EURO STOXX 50 PORTFOLIOS
THE STATISTIC ANALYSIS ON THE RETURNS OF THE BET, CAC 40 AND DOW JONES
EURO STOXX 50 PORTFOLIOS
Author(s): Viorica ChirilăSubject(s): Economy
Published by: Editura Universitaria Craiova
Keywords: market indices; returns; autocorrelation; dependence
Summary/Abstract: The BET, CAC 40 and Dow Jones EURO STOXX 50 portfolios present the overall trend of the financial markets in Bucharest, Paris and Euro zone. In this paper we analyzed the returns of these portfolios, which allow us to emphasize the characteristics of the returns that can be obtained on those three financial markets. The analysis was made by using descriptive methods, evaluating the autocorrelation and the dependence of the returns.
Journal: Revista tinerilor economişti
- Issue Year: 2007
- Issue No: 09 special
- Page Range: 127-136
- Page Count: 10
- Language: English
