Application of skewness in passing of ARCH-GARCH model commence for currency portfolios

Modeling of financial time series with significant balances. Using co-symmetry as a risk assessment tool. Justification of investment feasibility and risk assessment of foreign exchange portfolios of Pakistani investors. Advantages of the GARCH model.

Подобные документы

  • Формирование международного портфеля акций с наименьшим средним показателем волатильности. Проведение сравнительного анализа стран с различными показателями волатильности для выявления оптимального состава диверсифицированного портфеля ценных бумаг.

    статья, добавлен 24.11.2020

  • The theory of random walks in stock prices actually involves two separate hypotheses: successive price changes are independent, and the price changes conform to some probability distribution. Implications of independence the bachelier-osborne model.

    статья, добавлен 09.09.2012

  • The objectives of accounting. The separation of the management functions: planning, coordination, communication, controlling. The main advantages and limitations of budgeting. The types of budget: unlimited, production, cash, budget of sales, purchases.

    реферат, добавлен 07.12.2014

  • Methods for effective investment management in the agricultural sector of the USA and Canada. Providing the most favorable conditions for farmers. Increasing labor productivity in agriculture. Allocation of soft loans and government subsidies to farmers.

    статья, добавлен 25.07.2020

  • Emphasizes the importance of bills of exchange, articulates functions of bills of exchange in procedure from the perspectives of qualified payment prompter as well as the verification of payment amount. Consideration of the concept of a bill of exchange.

    статья, добавлен 24.02.2024

  • Accounting - a basic tool for tracking the status and movement of all assets and liabilities of an organization. Financial management of public finances - a set of activities that the state administration has at its disposal to achieve its liquidity.

    статья, добавлен 22.02.2021

  • The influence of Brexit on the financial markets through the media coverage. Application of the social media analysis to such unique event. Econometric analysis of daily returns of FTSE and DJA with number of publications as one of exogenous variables.

    дипломная работа, добавлен 07.09.2018

  • Rules for monitoring and controlling the activities of foreign companies in Ukraine. Obtaining information by tax authorities about enterprises that are part of international groups. Application of the concept of business purpose in transfer pricing.

    статья, добавлен 08.01.2024

  • The planning and forecasting of local budget. Expenditure forecasts on local levels for different parameters. Classes of local spending forecasting models. Official statistics on all indicators, taking into account, as well as for the basic parameter.

    статья, добавлен 19.02.2016

  • Definition and justification of the process of implementation of a tax on paper documents. Characteristics of the range of subjects of taxation, procedure of calculation of financial calculation. Analysis of the implications of the introduction.

    статья, добавлен 16.10.2017

  • Research on conflict issues related to the issue and circulation of international bonds on international capital markets. Characterization of features of international bonds as financial instruments used to attract capital from institutional investors.

    статья, добавлен 23.11.2022

  • The changes of the TU-indicator for certain types of transport of Ukraine. Structure of the contribution of individual modes of transport in GDP. Practical approaches to ensuring financial sustainability is in the works of Russian and foreign scientists.

    статья, добавлен 19.02.2016

  • Low quality of reporting in Asia compared to developed markets - the main incentives for investment in the financial sector in the region. Cash accounting - the methodology of recording transactions only if the real cash flows in or out of the firm.

    курсовая работа, добавлен 16.11.2015

  • The reducing of regional disparities, the formation of sectoral perspectives for economic and social development of the regions, financial support to the states by means of block grants and stimulating the development of integration trends in USA.

    статья, добавлен 26.07.2016

  • The relationship between sovereign ratings and eurobond returns. Return volatility as the dependent variable, control, announcements of rating events, stationarity checks. Panel regression model. Empirical model for the Russian sovereign debt market.

    дипломная работа, добавлен 14.08.2016

  • Analysis of the use of European experience in shaping China's regional financial policy. Features of the development of the banking system in a planned economy. The history of the National bank. The importance of investment in business development.

    статья, добавлен 19.02.2021

  • Features of formation of the predicted values of financial potential. Characteristics and specifics of the internal financial planning mechanism. The essence and importance of the process of regulation of all financial markets, financial planning.

    статья, добавлен 20.07.2018

  • Analysis of the damage caused to China's SMEs by the epidemic, characterization of regulatory support measures for SMEs and an assessment of their effectiveness. The tools of support that were offered by the People's Bank of China were considered.

    статья, добавлен 11.02.2021

  • Analysis of the forecasting tax revenues in the budget system as a key tool for implementing the state tax policy. Characteristic of graphic model of influence of economic indicators on tax revenues and tax revenues on indicators of economic dynamism.

    статья, добавлен 01.02.2022

  • Research of the legal nature of digital currency in general and its variety - cryptocurrency (virtual currency), which does not have a clearly defined legal nature and is recognized as either a means of payment or a commodity in European countries.

    статья, добавлен 06.08.2023

  • Analysis of the company’s annual reports. Examination of company’s footwear & apparel business segment development. Forecast revenue and other financials required for company’s valuation. Building of DCF model based on assumptions and forecasts.

    дипломная работа, добавлен 10.08.2020

  • The dawn of international investing. The intuition behind diversifying across nations. International portfolio diversification benefits: Cross-country evidence from a local perspective. Returns in emerging markets. The development of the financial market.

    курсовая работа, добавлен 28.08.2016

  • The studying and analyzing of the current state of the international investment activity, to identify its influence on national economies, to find the main competitive advantages of the world leading companies of the global information technology market.

    статья, добавлен 16.11.2018

  • Analysis of problems and prospects of development of the market of bond loans by construction companies using various methods. Building a complete picture of the construction company's financial position and General justification of financial results.

    статья, добавлен 05.11.2020

  • The concept of the corporate governance. The difference between financial and non-financial firms. The corporate governance in microfinance organizations: methodology, description of variables and making hypotheses, modeling, explanation of results.

    дипломная работа, добавлен 30.08.2016

Работы в архивах красиво оформлены согласно требованиям ВУЗов и содержат рисунки, диаграммы, формулы и т.д.
PPT, PPTX и PDF-файлы представлены только в архивах.
Рекомендуем скачать работу и оценить ее, кликнув по соответствующей звездочке.