Analiza statistică a rentabilităţii portofoliilor indicilor BET, CAC 40 şi Dow Jones EURO STOXX 50

Chirilă, Viorica
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The BET, CAC 40 and Dow Jones EURO STOXX 50 portfolios present the 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 using descriptive methods, evaluating the autocorrelation and the returns of the dependence.
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