Narrow search
Showing 1 - 10 of 795
Cover Image
Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk
Fantazzini, Dean - In: Applied Econometrics 11 (2008) 3, pp. 87-122
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
Cover Image
Analiz dinamiki fondovych indeksov i valjutnych kursov otdelʹnych grupp stran
Lakalin, Ė. A. - 1998
Persistent link: https://www.econbiz.de/10001363001
Cover Image
Rossijskij fondovyj rynok v načale XX veka : faktory kursovoj dinamiki
Borodkin, Leonid I.; Konovalova, A. V. - 2010
Persistent link: https://www.econbiz.de/10009722249
Cover Image
Vlijanie mirovoj ceny nefti na rynki akcij stran-nefteėksporterov
Kopytin, I. A. - Institut Mirovoj Ėkonomiki i Meždunarodnych Otnošenij - 2015
Persistent link: https://www.econbiz.de/10011414004
Cover Image
Ėkonometričeskij analiz vzaimovlijanija kursov akcij technologičeskogo sektora fondovogo rynka
Perminov, Sergej B.; Vaščilko, Tatʹjana Vasilʹevna - In: Ekonomika i matematičeskie metody 37 (2001) 1, pp. 103-110
Persistent link: https://www.econbiz.de/10001553890
Cover Image
Testing for Competition in the Russian Banking Sector within Panzar-Rosse approach: theoretical and empirical framework
Mamonov, Mikhail - In: Applied Econometrics 20 (2010) 4, pp. 3-27
the level of its competition. The estimation of competition is based on widely used non-structural methodology of Panzar … banks covering the period 2004q1–2009q4. From the one hand, the panel estimation outcome reveals a gradually increasing time … especially. From the other hand, the empirical evidence provided in this paper corroborates that foreign bank expansion …
Persistent link: https://www.econbiz.de/10009018296
Cover Image
Integrirovannostʹ rossijskogo rynka : ėmpiričeskij analiz
Gluščenko, Konstantin P. - 2004
Persistent link: https://www.econbiz.de/10002557567
Cover Image
A Smooth Transition GARCH-M Model
Tsatsura, Oleg - In: Applied Econometrics 17 (2010) 1, pp. 45-61
Generalized autoregressive conditional heteroscedasticity in-mean model allows accounting for both time-varying variance and risk premium in financial time series data. This paper introduces an extension of this particular model with more flexible parameterization of the way variance enters the...
Persistent link: https://www.econbiz.de/10009274819
Cover Image
Vlijanie fondovogo rynka na dejatelʹnostʹ rossijskich bankov
Boženko, S. - In: Vestnik Instituta Ėkonomiki Rossijskoj Akademii Nauk : … (2009) 2, pp. 238-243
Persistent link: https://www.econbiz.de/10003952284
Cover Image
Problemy i perspektivy razvitija fondovogo rynka Kazachstana: monografija
Sachanova, Ardak N.; Isingarina, Žanna S. - 2003
Persistent link: https://www.econbiz.de/10002484176