Aspecte teoretice privind utilizarea instrumentarului statistico – econometric în analiza activelor financiare
Journal Title: Revista Romana de Statistica - Year 2015, Vol 63, Issue 9
Abstract
Modelarea econometrică a variabilelor financiare are ca scop obţinerea de modele care să previzioneze cât mai bine valorile viitoare ale acestora, ţinând seama de caracterul inerţial al desfăşurării proceselor analizate şi de caracterul relativ previzibil al evoluţiei lor ca răspuns la unele abateri din trecutul observat. Modelele econometrice de regresie sau cele bazate pe utilizarea seriilor cronologice permit efectuarea de prognoze pe baza observaţiilor supuse analizei. Deşi necesită un volum de muncă destul de important, modelele de regresie permit identificarea unor dependenţe funcţionale între diversele componente ale pieţei de capital ceea ce asigură o posibilitate reală de previzionare a fenomenelor supuse analizei pentru un orizont de timp bine determinat.
Authors and Affiliations
Constantin ANGHELACHE, Mădălina Gabriela ANGHEL
Keywords
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