дипломная работа  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.

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Рубрика Экономика и экономическая теория
Вид дипломная работа
Язык английский
Дата добавления 27.08.2020
Размер файла 520,8 K

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