CONDUCT RESEARCH STOCK MARKET BASED ON MODELS OF ARCH

Please use this identifier to cite or link to this item: http://hdl.handle.net/123456789/1938

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DC Field	Value	Language
dc.contributor.author	Буртняк, Іван Володимирович	-
dc.contributor.author	Малицька, Ганна Петрівна	-
dc.date.accessioned	2020-03-24T13:22:27Z	-
dc.date.available	2020-03-24T13:22:27Z	-
dc.date.issued	2016-02-11	-
dc.identifier.uri	http://hdl.handle.net/123456789/1938	-
dc.description.abstract	The purpose of this article is to study the dynamics of the volatility of some indicators of financial market of Ukraine using the methods ARCH modeling. As indicators of the financial market we take the most aggregated variables describing profitability or market price of the portfolio, but not individual assets constituting the portfolio. An indicator of the stock market index stands First Stock Trading System (PFTS). The conditional variance of financial indicators reflecting the level of systemic risk, measures the uncertainty associated with forecasting market dynamics	uk_UA
dc.language.iso	uk_UA	uk_UA
dc.publisher	Vasyl Stefanyk Precarpathian National University, 57 Shevchenka str., 76018, Ivano-Frankivsk, Ukraine	uk_UA
dc.subject	Autoregression models, econometric models, stock market, financial instruments, the PFTS index, volatility time series	uk_UA
dc.title	CONDUCT RESEARCH STOCK MARKET BASED ON MODELS OF ARCH	uk_UA
dc.type	Article	uk_UA
Appears in Collections:	Статті та тези (ЕФ)

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