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. In the last chapter of the thesis the empirical study about Hurst index intraday value dependence on data aggregation … currencies position VaR estimates’ dependence on data aggregation functions (pointwise, maximum value, minimum value and average …
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This theme is relevant due to several reasons. Privatization of government property, stocks publication of large and medium companies, creation of new stock company transformed Lithuanian economy. The stock companies appeared, securities market started to establish. The stock were invented and...
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