{"title":"时间序列分解作为衡量资本市场收敛性的方法","authors":"Rafal Zukowski","doi":"10.31648/oej.5838","DOIUrl":null,"url":null,"abstract":"The aim of the article is to present time series decomposition as a method of measuring capital markets convergence. As an example, convergence of two different sets of markets are measured using this methodology. On the basis of this research, it has been established that time series decomposition of the market indices can prove or reject a hypothesis of moving indices in similar directions over a period of time.","PeriodicalId":315965,"journal":{"name":"Olsztyn Economic Journal","volume":"118 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-08-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Time Series Decomposition as a Method of Measuring Capital Markets Convergence\",\"authors\":\"Rafal Zukowski\",\"doi\":\"10.31648/oej.5838\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The aim of the article is to present time series decomposition as a method of measuring capital markets convergence. As an example, convergence of two different sets of markets are measured using this methodology. On the basis of this research, it has been established that time series decomposition of the market indices can prove or reject a hypothesis of moving indices in similar directions over a period of time.\",\"PeriodicalId\":315965,\"journal\":{\"name\":\"Olsztyn Economic Journal\",\"volume\":\"118 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-08-31\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Olsztyn Economic Journal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.31648/oej.5838\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Olsztyn Economic Journal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.31648/oej.5838","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Time Series Decomposition as a Method of Measuring Capital Markets Convergence
The aim of the article is to present time series decomposition as a method of measuring capital markets convergence. As an example, convergence of two different sets of markets are measured using this methodology. On the basis of this research, it has been established that time series decomposition of the market indices can prove or reject a hypothesis of moving indices in similar directions over a period of time.
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