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THE USE OF FACTOR ANALYSIS IN THE ANALYSIS OF INTEREST RATE VOLATILITY
Journal: Synergy of Science (Vol.10, No. 1)Publication Date: 2017-04-30
Authors : Vysochanskaya E.Y.; Malysheva L.V.;
Page : 0-0
Keywords : Volatility; mathematical expectation; dispersion; autoregression; model;
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Abstract
The article considers the forecast of risk assets volatility by means of autoregressive conditional heteroskedasticity models while making and calculations of mathematical tasks on financial markets
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Last modified: 2017-04-06 20:00:14