2025-02-23T18:15:03-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: Query fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22journaliasakpiua-article-71771%22&qt=morelikethis&rows=5
2025-02-23T18:15:03-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: => GET http://localhost:8983/solr/biblio/select?fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22journaliasakpiua-article-71771%22&qt=morelikethis&rows=5
2025-02-23T18:15:03-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: <= 200 OK
2025-02-23T18:15:03-05:00 DEBUG: Deserialized SOLR response
Визначення величини ризику VaR на основі оцінок параметрів моделі стохастичної волатильності
To describe the dynamics of conditional variance the stochastic volatility model is proposed the structure of which reflects actual changes of variance for financial hetero-scedastic processes. The stochastic volatility model parameters estimates are computed with the Markov chain Monte Carlo techni...
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| Main Authors: | , |
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| Format: | Article |
| Language: | Ukrainian |
| Published: |
The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"
2012
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| Online Access: | http://journal.iasa.kpi.ua/article/view/71771 |
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