Sökning: "Anna Bronskaya"

Hittade 1 uppsats innehållade orden Anna Bronskaya.

  1. 1. On Stock Index Volatility With Respect to Capitalization

    Magister-uppsats, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)

    Författare :Marina Pachentseva; Anna Bronskaya; [2007]
    Nyckelord :GARCH models; Volatility; Heston Model; Index;

    Sammanfattning : Condfidence in the future is a signicant factor for business development. However frequently, accurate and specific purposes are spread over the market environment influence.Thus,it is necessary to make an appropriate consideration of instability, which is peculiar to the dynamic development. LÄS MER