Measuring and forecasting volatility of financial assets
Market analysis and assess regulation policies. Pre-crisis and post-crisis windows definition. Forecast comparison for standalone models. Rolling regression with dynamic forecast for models. Realized Volatility, Bipower Variation. Combination of models.
Подобные документы
A study of the housing market. The role of deflationary pressure increase in defaults on mortgage loans. The impact of monetary policy on housing prices and mortgage rates. The choice of model parameters for the analysis of housing and mortgage crisis.
статья, добавлен 26.01.2017- 52. Toward better measurement of financial \ performance: A ROBUST OEVA-TEVA alternative to BIASED EVA
Residual operating income gauges. Determination of the magnitude of the measurement error. The amount of the realized interest income tax shield, the ratio of the book-to-market value of assets. OEVA-TEVA technique in terms of analytics and calculations.
статья, добавлен 09.08.2021 Considers the development of attractive strategies featuring cryptocurrency assets, considering their costs and potential risks. The object of analysis is cryptocurrency as an investment instrument. Therefore, cryptocurrencies should not be correlated.
статья, добавлен 15.06.2021In the conditions of military aggression against Ukraine, the financial sector increases its assets, functions efficiently and smoothly. Over the past few years, the number of non-bank financial institutions on the market has significantly decreased.
статья, добавлен 15.09.2024Venture capital is invested in companies with solid prospects for dynamic growth, representing various industries and regions at different stages of development. Assess the maturity of market by exploring the success of venture capital-backed companies.
статья, добавлен 27.09.2016Analysis of the yield on government bonds of the countries most affected by the debt crisis (Greece, Italy, Portugal) and the countries, that benefited the most (Germany, France). The impact of public debt on the difference in yields on government bonds.
статья, добавлен 07.11.2021Clustering financial time series: an application to mutual funds style analysis. Clustering stock market data for portfolio management. Relation between financial market structure and the real economy. Correlation clustering in general weighted graphs.
статья, добавлен 10.05.2018Study of the implementation of the export potential of agricultural products in the countries of South America, North America and Europe in the context of an aggravated food crisis. Influence of external and internal export potential on wheat export.
статья, добавлен 03.05.2022Consideration of the main shortcomings of the Treaty on European Union, which reflected the euro crisis. Overcoming the urgent economic situation in Greece, Ireland and Portugal. Introduction of certain measures at the supranational European level.
статья, добавлен 25.07.2020- 60. Budget execution in Ukraine under military a ggression: current state and forecast for the future
The paper attempts to investigate modern challenges associated with budget execution in Ukraine under military aggression, as well as to identify trends of change in forecast indicators. It is observed that the full-scale war of Russia against Ukraine.
статья, добавлен 12.12.2023 Study of the dynamics of the markets of dairy products in the pre-and post-crisis periods. Trends of the processes of structuring in the markets of cheese, dairy products, butter. Problems impeding the development of the internal market of dairy products.
статья, добавлен 28.09.2016Changes in economic relations between the state and economic entities in the electronics market. Types of models of interaction between the state and Russian electronics companies depending on changes in the business cycle and instability of the economy.
статья, добавлен 01.04.2022Characteristics of the economic security, the factors of its ensure in industrial enterprises. Linguistic evaluation scale and intensity of the threat of economic security. Recognition process stages of crisis, development of anti-crisis measures.
статья, добавлен 19.02.2016Comparative study of two models of portfolio optimization: Brandt and Santa-Clara, Black-Litterman. Objective function and statistical inference in the Brandt and Santa-Clara model. The market equilibrium and investor’s views in the Black-Litterman model.
дипломная работа, добавлен 11.11.2015Identification of patterns and behavioral factors in the investment decision-making process. Identification of the main causes of irrational behavior of investors, analysis of the impact on its of the crisis phenomena, economic and political instability.
статья, добавлен 20.07.2024Review the countries with little industrial and economic activity and low incomes. Types of financial assets in the states. The main characteristics of poor countries. Currency boards and dollarization. Geography, human capital and institutions.
презентация, добавлен 21.11.2016Financial institutions are vulnerable to investigation, prosecution and litigation from every direction. The next crisis. Sponging boomers. The economic legacy left by the baby-boomers is leading to a battle between the generations. Mexican banks.
статья, добавлен 30.10.2012The theoretical and methodological foundations with the help of simulation the anti-crisis financial strategy in the conditions of financial crises and military aggression. General problems in the practical application of financial strategy simulation.
статья, добавлен 20.02.2023The aspects of methods of preliminary selection of growth curves and quantitative estimation of their parameters. Systematization and analysis of types of trend models for economic analysis and extrapolation prediction of dynamics based on time series.
статья, добавлен 19.07.2018The assessment of regional concentration of world capital exports and imports, allocation of financial assets, geographic structure of stock, bond and foreign exchange markets is conducted. Provide the best economic conditions for dealing operations.
статья, добавлен 30.10.2016Model basis of early information and crisis prevention, based on the methods of econometric modeling, Fourier analysis, adaptive filtering, multivariate analysis, scenario and simulation. Resonance phenomena in cyclical dynamics of economic indicators.
статья, добавлен 27.09.2016Description of the purpose of the modeling and the processes involved in creating the models. The main feature of traditional economic modeling is that it is a useful tool for understanding and learning. Definition of data analytics and smart algorithms.
статья, добавлен 28.09.2020Government policy of Georgia on economic recovery and crisis management after the end of the Covid-19 pandemic. Creating an attractive investment environment for sustainable economic development. Recommendations for attracting foreign direct investment.
статья, добавлен 19.03.2024Consideration of the main problems of combating the COVID-19 pandemic that has engulfed most countries, analysis of response strategies adopted by governments. Restrictive regimes, models of enforcement, schemes and tools to support the economy.
статья, добавлен 01.04.2022Russia has undergone significant changes since the collapse of the Soviet Union, moving from a centrally-planned economy to market-based economy. The policy of privatization in the 1990s. The impact of the global financial crisis on the Russian economy.
эссе, добавлен 01.06.2014