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The paper aims at introducing copula-models' concepts and its application to solving such financials programs as risk measurement, risk hedging, portfolio optimization, derivatives pricing and duration models evaluation. For the purpose the copula definition is firstly introduced. Then different...
Persistent link: https://www.econbiz.de/10008679943
This paper is dedicated to research of level of profitability and risk in Russian stock market in the period of world crisis 2008-2009 Correlations of Russian stock market with the main world stock indices and prices of energy commodities are discussed Autocorrelation of returns is researched...
Persistent link: https://www.econbiz.de/10009366505
Russian Abstract: Центр экономики непрерывного образования Института прикладных экономических исследований РАНХиГС проводит ежегодный межрегиональный мониторинг...
Persistent link: https://www.econbiz.de/10013221573
Russian Abstract: Основным фактором, влияющим на профессиональное самоопределение молодежи, является материальное положение семей молодых людей. Ухудшающееся...
Persistent link: https://www.econbiz.de/10013321695
This paper examines the evolution of overall wage inequality in Russia from the early 1990s to the present. We first … document the stylized facts and show that inequality in labor earnings increased dramatically early in the transition period … has been declining thereafter. Changes in wage inequality were largely driven by the lower end of the wage distribution …
Persistent link: https://www.econbiz.de/10009422053
We study variation in returns to five groups of majors — pedagogic, engineering, law or economics, humanities and medicine — in terms of wage and employment stability based on The Russian Longitudinal Monitoring Survey. We find a significant variation in returns to majors with the highest...
Persistent link: https://www.econbiz.de/10009275458
Russian Abstract: В статье предлагается к обсуждению новое направление исследования проблем оптимальной налоговой нагрузки в аспекте теории человеческого развития....
Persistent link: https://www.econbiz.de/10013308907
Persistent link: https://www.econbiz.de/10012496721
Persistent link: https://www.econbiz.de/10011856218
production growth over the years 2000-2007. Standard measures of inequality (Lorenz Curve, Gini coefficient, Atkinson index …
Persistent link: https://www.econbiz.de/10008679941