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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:

Authors : ; ;

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

Last modified: 2017-04-06 20:00:14