Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Oleg Lepekhin"'
Publikováno v:
Наука Красноярья, Vol 8, Iss 3, Pp 7-28 (2019)
The mutual penetration of capital from one country into another has become a characteristic feature of the world financial system. This is largely due to the current globalization processes in the global economy, the continuous development of banking
Publikováno v:
Model Assisted Statistics and Applications. 11:15-26
This paper discusses the practical aspects of modeling the structure of dependence of national stock indices based on copula functions. An approach is proposed to identify groups of stock markets with homogeneous dynamics and to select typical repres