GHERGUT, Dan Ion; OANCEA, Bogdan; CAPATINA, Claudia - In: Romanian Statistical Review 61 (2013) 7, pp. 27-41
In this paper we conducted an analysis of stock market risk in Romania, namely on the basis of BET-FI sectoral index (Bucharest Exchange Trading Investment Funds) volatility, developed by the Bucharest Stock Exchange (BSE). We tried to identify an econometric model to model the volatility of the...