金融时间序列的描述性统计:Aplicaţii,第三部分(金融时间序列的描述性统计:练习,第3部分)

R. Stefanescu, Ramona Dumitriu
{"title":"金融时间序列的描述性统计:Aplicaţii,第三部分(金融时间序列的描述性统计:练习,第3部分)","authors":"R. Stefanescu, Ramona Dumitriu","doi":"10.2139/ssrn.3559056","DOIUrl":null,"url":null,"abstract":"<b>Romanian Abstract:</b> O histogramă poate fi un instrument util în sesizarea unor proprietăţi ale seriilor de timp financiare. Această lucrare prezintă construirea unei histograme asociate randamentelor logaritmice ale valorilor zilnice ale ratei de schimb dintre leul românesc şi euro din perioada 17 martie 2017 – 17 martie 2020.<br><br><b>English Abstract:</b> A histogram could be an useful tool in revealing some properties of the financial time series. This paper presents the making of a histogram associated to logarithmic returns of the Romanian leu – euro exchange rate daily values for the period 17th March 2017 –16th March 2020.<br>","PeriodicalId":208149,"journal":{"name":"Finance Educator: Courses","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-03-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Statistica descriptivă a seriilor de timp financiare: Aplicaţii, Partea a treia (Descriptive Statistics of the Financial Time Series: Exercises, Part 3)\",\"authors\":\"R. Stefanescu, Ramona Dumitriu\",\"doi\":\"10.2139/ssrn.3559056\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<b>Romanian Abstract:</b> O histogramă poate fi un instrument util în sesizarea unor proprietăţi ale seriilor de timp financiare. Această lucrare prezintă construirea unei histograme asociate randamentelor logaritmice ale valorilor zilnice ale ratei de schimb dintre leul românesc şi euro din perioada 17 martie 2017 – 17 martie 2020.<br><br><b>English Abstract:</b> A histogram could be an useful tool in revealing some properties of the financial time series. This paper presents the making of a histogram associated to logarithmic returns of the Romanian leu – euro exchange rate daily values for the period 17th March 2017 –16th March 2020.<br>\",\"PeriodicalId\":208149,\"journal\":{\"name\":\"Finance Educator: Courses\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-03-22\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Finance Educator: Courses\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3559056\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Finance Educator: Courses","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3559056","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0

摘要

摘要:直方图是捕捉金融时间序列特性的有用工具。本文介绍了 2017 年 3 月 17 日至 2020 年 3 月 17 日罗马尼亚列伊与欧元汇率日值的对数收益相关直方图的绘制。本文介绍了2017年3月17日至2020年3月16日期间罗马尼亚列伊-欧元汇率日值对数收益率的柱状图制作方法。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Statistica descriptivă a seriilor de timp financiare: Aplicaţii, Partea a treia (Descriptive Statistics of the Financial Time Series: Exercises, Part 3)
Romanian Abstract: O histogramă poate fi un instrument util în sesizarea unor proprietăţi ale seriilor de timp financiare. Această lucrare prezintă construirea unei histograme asociate randamentelor logaritmice ale valorilor zilnice ale ratei de schimb dintre leul românesc şi euro din perioada 17 martie 2017 – 17 martie 2020.

English Abstract: A histogram could be an useful tool in revealing some properties of the financial time series. This paper presents the making of a histogram associated to logarithmic returns of the Romanian leu – euro exchange rate daily values for the period 17th March 2017 –16th March 2020.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
自引率
0.00%
发文量
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信