Autoregressive Conditional Skewness and Kurtosis on Russian and US Markets
Research of a dynamic model for 3 and 4 moments of distribution of returns - bevel and kurtosis. Risk of the Russian and American stock markets. The return on a portfolio of high dividend stocks. The size of the dividend as a potential additional utility.
| Рубрика | Экономика и экономическая теория |
| Предмет | Economy |
| Вид | дипломная работа |
| Язык | английский |
| Прислал(а) | incognito |
| Дата добавления | 27.08.2020 |
| Размер файла | 520,8 K |
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