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Darbe siekiama aprašyti periodinį ilgos atminties finansinių laiko eilučių elgesį. Remiantis anksčiau sukurtais modeliais, siūlomas h-faktorių Gegenbauer-LARCH modelis, kuris į LARCH tipo proceso sąlyginės dispersijos lygtį įtraukia apibendrintą ilgos atminties filtrą, paremtą...
Persistent link: https://www.econbiz.de/10009479239
return and risk of personal investment into financial instruments. There are two parts of bachelor: theoretical and … investment return and risk, there was chosen three investments forms: deposits, mutual funds and Lithuanian pension funds of … forms for a statistical resident. The effectiveness of an investment has been evaluated by comparing the investment return …
Persistent link: https://www.econbiz.de/10009479294
investment return and measurement of the risk. At the same time the analysis of various author opinions, how useful these models … return of investment depend not only from the economical sectors in which the firm function but and from the distribution of …
Persistent link: https://www.econbiz.de/10009479349
models. Also, in the respect of change and risk, all the composed portfolios are more effective than the index NSEL 30 used …
Persistent link: https://www.econbiz.de/10009479357
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...
Persistent link: https://www.econbiz.de/10009478188
market are being analized in the period of 2000 –2010 year by using OMXV index statistics published by “NASDAQ OMX Baltic …
Persistent link: https://www.econbiz.de/10009478377
Persistent link: https://www.econbiz.de/10008856532