Výsledky vyhledávání - "Pece Andreea Maria"

Akademický článek

THE GREGARIOUS BEHAVIOR OF INVESTORS FROM BALTIC STOCK MARKETS

Autor: Pece Andreea Maria

Publikováno v: Annals of the University of Oradea: Economic Science, Vol 25, Iss 1, Pp 905-911 (2015)

The main objective of this research is to investigate market participants’ gregarious behaviour in Baltic stock markets, namely Lithuania, Latvia and Estonia during the period January 2003-December 2013. The herding behaviour derives from the inves

Externí odkaz: https://doaj.org/article/131309a887f54fa09b97c8121e1cc160

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Akademický článek

THE IMPACT OF THE FINANCIAL CRISIS ON LONG MEMORY: EVIDENCE FROM EUROPEAN BANKING INDICES

Autor: Pece Andreea Maria, Mihut Ioana Sorina, Oros Olivera Ecaterina

Publikováno v: Annals of the University of Oradea: Economic Science, Vol 23, Iss 1, Pp 781-788 (2014)

We have analyzed the impact of the financial crisis on the existence of the long term dependency for European banking indices. By estimating Hurst Exponent, ARFIMA and FIGARCH models we found that major financial crisis such as, Mexican, Asian and Ru

Externí odkaz: https://doaj.org/article/db2bf6dc2f0c4ab598d75317e3499415

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Akademický článek

TESTING THE LONG RANGE-DEPENDENCE FOR THE CENTRAL EASTERN EUROPEAN AND THE BALKANS STOCK MARKETS

Autor: Pece Andreea Maria, Ludusan (Corovei) Emilia Anuta, Mutu Simona

Publikováno v: Annals of the University of Oradea: Economic Science, Vol 22, Iss 1, Pp 1113-1124 (2013)

In this study we tested the existence of long memory in the the return series for major Central Eastern European and Balkans stock markets, using the following statistical methods: Hurst Exponent, GPH method, Andrews and Guggenberger method, Reisen m

Externí odkaz: https://doaj.org/article/c30418f08ae841c1aa06cfee92bed2f4

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