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

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

Proceedings of the International Conference on Business Excellence
Volume 12 (2018): Issue 1 (May 2018)
By: Iulian-Cornel Lolea and  Lucian Constantin Vilcu  
Open Access
|Jun 2018
DOI: https://doi.org/10.2478/picbe-2018-0049 | Journal eISSN: 2558-9652
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Language: English
Page range: 544 - 556
Published on: Jun 15, 2018
Published by: Bucharest University of Economic Studies
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
volatility,
BET Index,
stock exchange,
VaR,
loss functions,
performance evaluation
Related subjects:
Business and economics,
Political economics,
Political economics, other,
Business management,
Business management, other,
Industrial chemistry,
Energy harvesting and conversion

© 2018 Iulian-Cornel Lolea, Lucian Constantin Vilcu, published by Bucharest University of Economic Studies
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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