Cover Image

Побудова та використання моделей гетероскедастических процесів для моделювання і прогнозування фінансових ризиків

The problem of modelling and forecasting financial risks on the basis of heteroscedastic models is considered. The generalized procedure for construction of such models is proposed. On a particular example the efficiency of use of the procedure is shown. The forecast of behaviour of the variance for...

Full description

Saved in:
Bibliographic Details
Date:2019
Main Author: Demkovsky, A. B.
Format: Article
Language:Ukrainian
Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2019
Online Access:http://journal.iasa.kpi.ua/article/view/173382
Tags: Add Tag
No Tags, Be the first to tag this record!
Journal Title:System research and information technologies

Institution

System research and information technologies

Similar Items

Similar Items