В настоящей статье проблема управления развитием бизнес-процессов рассматривается с позиции тенденций и подходов к формированию современной модели...

Various univariate and multivariate models of volatility have been used to evaluate market risk, asymmetric shocks, thresholds, leverage effects, and Value-at-Risk in economics and finance. This article is concerned with market risk, and develops a constant conditional correlation vector...