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Measures of volatility for the Romanian Stock Exchange: a regime switching approach

Iulian-Cornel Lolea

Lolea, Iulian-Cornel

and

Lucian Constantin Vilcu

Vilcu, Lucian Constantin

Jun 15, 2018

Measures of volatility for the Romanian Stock Exchange: a regime switching approach's Cover Image

Proceedings of the International Conference on Business Excellence

Volume 12 (2018): Issue 1 (May 2018)

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Published Online: Jun 15, 2018

Page range: 544 - 556

DOI: https://doi.org/10.2478/picbe-2018-0049

Keywords
volatility, BET Index, stock exchange, VaR, loss functions, performance evaluation

© 2018 Iulian-Cornel Lolea, published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Lolea, Iulian-Cornel

The Bucharest University of Economic Studies,Bucharest, Romania

Vilcu, Lucian Constantin

The Bucharest University of Economic Studies,Bucharest, Romania

Language:: English

Publication timeframe:: 1 times per year
Journal Subjects:: Business and Economics, Political Economics, Political Economics, other, Business Management, Business Management, other, Industrial Chemistry, Energy Harvesting and Conversion

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