Financial market
Volatility of the underlying asset in statistical sense. Test whether it predicts efficiently. IV forecast in combination with autoregressive conditional heteroscedasticity models. Compare the results among different methods and choose the best one.
Подобные документы
The highlights of the problems of attracting long-term credit resources by partners in the process of implementing joint projects and to outline areas for their solution. The main problems in the development of the debt financial instruments market.
статья, добавлен 04.09.2024The formation of algorithms for the development of regional maritime trade systems, considering the consequences of full-scale military aggression. The factors that affect maritime trade in the modern world and predicts their impact on future development.
статья, добавлен 16.01.2024Determination of the impact of negative factors on the development of financial and economic results of joint-stock companies with the state part. Analysis of changes in the authorized capital from the minimum wage in these business associations.
статья, добавлен 06.10.2018The international financial markets open to enterprises and the macro-economic factors affecting those markets. The employment relationship versus the mutual investment approach: implications for human resource management. The development of new markets.
статья, добавлен 23.12.2020- 80. Forecasting crashes of the stock markets model-based log-periodic law and machine learning methods
The main parameters for the evaluation of machine learning methods, their classification. A study of the influence of these parameters on the probability of collapse of stock markets, the possibility of their use as input for machine learning methods.
дипломная работа, добавлен 30.11.2016 Perspective of supply and demand. All changes in economic activity and all changes in financial markets’ prices. Different way of looking at the economy and markets. Economic booms and busts. How the Market-Based System Works. Phase of a deleveraging.
реферат, добавлен 25.10.2016The purpose of the research was using liquidity-adjusted Capital Asset Pricing Model (CAPM) proposed by Acharya and Pedersen to figure out how does the liquidity effect on asset returns in crisis time is different from the liquidity effect in stable time.
курсовая работа, добавлен 11.07.2016Changes 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 01.04.2022Estimation of losses of world gross domestic product from distribution of Covid. The reasons for decline. Introduction of effective financial levers and methods that can stop or slow down the sharp deterioration of the economic situation in the world.
статья, добавлен 27.04.2021Exchange rate volatility - a factor that has a negative impact on economic growth. The country's export orientation like one of the main indicators which helps to improve the balance of payments, investment provides access to international markets.
статья, добавлен 26.04.2021The economic nature, composition of financial resources of enterprises and their importance. The sources of formation of financial resources of enterprises are outlined. The dynamics of the composition and structure of financial resources of enterprises.
статья, добавлен 22.02.2021Trends in the labor market. Employment problem in the Russian Federation. Self-employed part of the population. Digitalization, computerization of labor activity. Study of the influence of the growth of freelancing on the structure of the labor market.
статья, добавлен 26.07.2020The basic concept of innovation policy of Ukraine. Developing a theoretical model of innovation as a business enterprise market economy. Proving that innovation policy is not possible without creating a financial base and support of foreign countries.
реферат, добавлен 28.10.2011- 89. Bibliographic Analysis of the Reference Sources on Accounting and Control of Financial Investments
The subjects and areas of scientific research on the integration and control of financial investments. The definition of the nature and characteristics of financial investments, tasks of accounting and control. The management of financial investments.
статья, добавлен 26.08.2016 Assessment of risks and threats faced by the agricultural component of agrarian sector of Ukrainian economy. Conducting research using the methods of economic and statistical assessment, abstracting and comparative analysis of scientific literature.
статья, добавлен 26.08.2016Financial status as one of the most important factors determining the development of local governments, its influence on all activities. The impact of an unfavorable financial situation on the limiting possibilities for the development of governments.
статья, добавлен 05.12.2018Growth of volatility of economic processes on all levels of the economic systems and in its structural and substructural elements. Ambiguousness of interpretations of connections of cause and effect between crisis descriptions in the economic systems.
статья, добавлен 15.08.2017Evidence and explanation of the value premium. Combining value and momentum strategies. Value and momentum measures. Value portfolio construction. Combo portfolio construction. Hypotheses and asset pricing models. Dealing with non-normal distributions.
дипломная работа, добавлен 22.01.2016Becoming of market relations in UA stipulate the necessity of improvement of control system by the service’s enterprises, orientation of the management system on the market conditions of economy, ability to react to changes in the market environment.
статья, добавлен 28.09.2016Research of the main concepts and trends related to digitalization and transformation of the investment landscape. Development of fintech startups and digital technologies in Ukraine. Assessment of cyber security, volatility and financial fraud risks.
статья, добавлен 26.12.2023The 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 issues of building the enterprise competitive development strategy in the Republic of Kazakhstan, as well as the methods and tools of enterprise performance analysis in the context of competitiveness. The evaluation methods of competitive strategies.
статья, добавлен 27.09.2016Familiarization with market analysis of ceramic tiles in Ukraine. Characteristics of the main consumers and customers company. Research of features the strategy of "market share protection", prices and advertising budget of the company "Cerzanit".
презентация, добавлен 24.03.2015The needs of domestic enterprises in the conditions of a full-scale invasion. Expressing the sequence of financial recovery in graphic form. Dynamics of bankruptcy indicators. Relocation of enterprises due to martial law, their financial stability.
статья, добавлен 15.09.2024Assessment of the prospects for lithium market development. Directions for the use of lithium in modern conditions. Analysis of global market factors affecting prices for major lithium products. Assessment of lithium mining production and stocks.
статья, добавлен 06.05.2019