Narrow search
Showing 1 - 10 of 1,949
Cover Image
Модель опционного ценообразования при расчете величины чистых активов (A Model of Option Pricing When Calculating Size of Net Assets)...
Филин, Сергей - 2018
Russian Abstract: В условиях неопределенности могут быть реализованы различные варианты денежных потоков и, соответственно, получены разные оценки эффективности, что...
Persistent link: https://www.econbiz.de/10012921065
Cover Image
Метод решения обратных задач экономического анализа на основе статистических данных (The Method for Solving Inverse Problems of Economic Analysis Using Statistical Data)...
Gribanova, Ekaterina - 2018
analysis using statistical data. In a classic case of use of the mechanism of the inverse computations the calculation of the …-economic development of the region by 4.68%. The study used the methodology of the theory of inverse calculations, regression analysis, and …
Persistent link: https://www.econbiz.de/10012929412
Cover Image
Experience in Developing Early Warning System for Financial Crises and the Forecast of Russian Banking Sector Dynamic in 2012
Solntsev, O.; Mamonov, M.; Pestova, A.; Magomedova, Z. - In: Journal of the New Economic Association (2011) 12, pp. 41-76
, conducted by the Center for Macroeconomic Analysis and Short-Term Forecasting (CMASF) since 2005. The proposed early warning … crisis and some kinds of systemic risks in the different scenarios for the Russian economy in 2012. The analysis, in …
Persistent link: https://www.econbiz.de/10009422045
Cover Image
Занятость в России в 2020 г : противоречивое восстановление (Employment in Russia in 2020: a Controversial Recovery)
Polbin, Andrey; Nikita, Fokin - 2021
Russian abstract: В втором квартале 2020 г. безработица в России умеренно росла, в третьем и четвертом кварталах, несмотря на восстановление экономики, она оказалась...
Persistent link: https://www.econbiz.de/10013224588
Cover Image
Graphical Methods of Structural Relations between Variables and their Application to Russian Regions (Part Two)
Weinberg Allen, Anna - In: Applied Econometrics 12 (2008) 4, pp. 42-70
The second part of the article continues studying the structure of a set of variables. It consists of two pieces: (1) de-scription of a modification of Dempster covariance selection algorithm based on its combination with that of tree dependence structures construction, simulation results,...
Persistent link: https://www.econbiz.de/10009366498
Cover Image
Study of the Method of Time-Frequency Analysis of Signals Based on Behavioral Functions and Arithmetic Series (Исследование метода частотно-временного анализа сигналов на основе фу...
Bocharnikov, Viktor; Sveshnikov, Sergey - 2022
English Abstract: The study results of the method of time-frequency signal analysis are shown in the article. The study … based on the changes analysis in the uncertainty index of system behavior function. The change moments in the behavior … the proposed approach for time-frequency analysis of non-stationary signals. To smooth the estimates, we’ve used fuzzy …
Persistent link: https://www.econbiz.de/10014085516
Cover Image
Minimax estimations in a method of principal components
Kiselev, Nikolai - In: Applied Econometrics 19 (2010) 3, pp. 127-139
The Minimax criterion is considered as an alternative to the least-squares method in determination of principal components Estimated coefficients are formulated as linear programming problem The offered approach was experimentally checked using well known test data sets On these data sets the...
Persistent link: https://www.econbiz.de/10009018537
Cover Image
Thinking about instrumental variables (in Russian)
Sims, Christopher A. - In: Quantile (2007) 2, pp. 83-94
We take a decision-theoretic view on the question of how to use instrumental variables and method of moments. Since prior beliefs play an inevitably strong role when instruments are possibly "weak", or when the number of instruments is large relative to the number of observations, it is...
Persistent link: https://www.econbiz.de/10005230667
Cover Image
Анализ модельного риска использования технологии мультипликаторов при оценке акций российских компаний (Assessment of Model Risk of Technology Use Multipliers in the Valuation of S...
Minasyan, Vigen Babkenovich - 2020
Russian Abstract: Данная работа является новым направлением развития ранее проведенного авторами исследования проблемы, связанной с применением метода рыночных...
Persistent link: https://www.econbiz.de/10012832965