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A nužen li Rossii svobodnyj rubelʹ?

Petronevič, Maksim V. - In: Ėkonomičeskaja politika (2010) 4, pp. 82-91

Persistent link: https://www.econbiz.de/10008904980

O pričinach i vozmožnych posledstvijach sniženija mirovych cen na neftʹ

Bykov, A. A. - In: Belorusskij ėkonomičeskij žurnal : ežekvartalʹnyj … (2014) 4, pp. 4-16

Persistent link: https://www.econbiz.de/10010499864

Finansovye rynki v perechodnoj ėkonomike: nekotorye problemy razvitija

Mezenceva, K.; Ėntov, R. M.; Lugovoj, Oleg V.; … - 2003

Persistent link: https://www.econbiz.de/10002253686

Statističeskaja ocenka sostojanija bankovskoj sistemy Rossii posle krizisa

Sablina, E. A. - In: Voprosy statistiki : naučno-informacionnyj žurnal (2011) 7, pp. 68-76

Persistent link: https://www.econbiz.de/10009299109

Čto opredeljaet dinamiku potokov kapitala dlja Rossijskoj Federacii?

Prilepskij, Ilʹja - In: Ėkonomičeskaja politika 14 (2019) 6, pp. 8-35

Persistent link: https://www.econbiz.de/10012310008

Kolebanija valjutnych kursov v EAĖS v 2014-2015 godach: analiz i rekomendacii

Demidenko, M. V.; Kovač, M.; Koršunov, D. A.; … - 2017

Persistent link: https://www.econbiz.de/10011762114

Russian stock market in the period of world crisis 2008-2009

Lukashin, Ivan - In: Applied Econometrics 19 (2010) 3, pp. 23-37

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

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