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discussed Autocorrelation of returns is researched and volatility of stock index by the example of MICEX is modeled Several …-coefficients on stock’s volatility is analyzed …
Persistent link: https://www.econbiz.de/10009366505
Повышение урожайности сельскохозяйственных культур играет решающую роль в удовлетворении растущего спроса на продовольствие в мире. Россия облада-ет...
Persistent link: https://www.econbiz.de/10012001115
uncertainty, including initial conditions and time-varying volatility. The review provides the reader the possibility of practical …
Persistent link: https://www.econbiz.de/10012834861
Russian Abstract: Статья посвящена исследованию эффективности конкурентных государственных «зеленых» закупок. Рассмотрены показатели эффективности «зеленых»...
Persistent link: https://www.econbiz.de/10013406911
Russian Abstract: Данная работа посвящена изучению двух важных элементов трансмиссионного механизма монетарной политики в России в 2010-2014 гг.: эффекту переноса...
Persistent link: https://www.econbiz.de/10013025752
. To do this, an autoregressive model with exogenous variables with time-varying parameters and stochastic volatility (TVP …
Persistent link: https://www.econbiz.de/10013291279
Russian Abstract: Мировые цены на нефть в 2020 г. претерпели ощутимые потрясения, которые связывают прежде всего с двумя событиями – срывом сделки ОПЕК+ и пандемией...
Persistent link: https://www.econbiz.de/10013212250
This paper considers different ways of computing indexes for forecasting economic activity in Russia. The first is the methodology used by the Russian Development Centre based on the concept of "growth cycles". The second combines the dynamic principal components and dynamic factor analyses. The...
Persistent link: https://www.econbiz.de/10005422773
We continue publishing the four-part consultation of professor of Moscow School of Economics of Lomonosov MSU Dean Fantazzini. The first part, that appeared in 2 (10), 2008 of the journal, dealt with the introduction to the problem (section one: basic concepts and types of financial risks,...
Persistent link: https://www.econbiz.de/10009190191
An original method of calculating the weight factors for moving averaging is suggested The advantage of the proposed method in comparison with the standard smoothing is discussed
Persistent link: https://www.econbiz.de/10009018559