?????????? ????????? ??????????????
?????????? ??????????? ???????? ??? ?????????? ????????? ?????? ?????. ??????? ?????????????????? ?????????? ?? ?????????? ???????? ?????????. ?????????? ?????? GARCH ??? ?????????? ??????????. ?????????? ??????? ?? ???????????? ? ?????????? ??????.
Подобные документы
The hypothesis that the formation of investment portfolios of two assets based on predicted returns obtained using fractal models with conditional heteroscedasticity ARFIMA-GARCH allows to obtain portfolios with better characteristics than using the ARFIM
??????, добавлен 20.01.2022???????????? ?????????????? ???????? ????? ? ?????????? ??????? ??????????? ?????????????. ?????????? ?????????????? ??????? ????? ? ?????????? ???????????? ????????????? ??? ????????? ???????????? ??????? ???????????????????? ???????? ?????? ?????.
??????, добавлен 24.11.2020Analysis and assessment of the variables that affect the most popular currency, Bitcoin. Peculiarities of using autoregressive conditional heteroskedastic (ARCH) models in this process. Comparison of the results of the GARCH model with other ARCH models.
??????, добавлен 12.05.2024