В статье приведены результаты сравнительного первичного анализа базисных и цепных индексов роста, которые характеризуют динамику фондового рынка. С целью...

It has been argued that the deterministic frontier approach in inefficiency measurement has a major limitation as inefficiency is mixed with measurement error (statistical noise) in this approach. The result is that inefficiency is contaminated with noise. Later stochastic frontier approach...

В статье выполнена статистическая проверка эмпирических распределений макроэкономических индикаторов РФ (среднемесячная номинальная начисленная зарплата,...

This paper attempts to delineate from a theoretical of view the financial data series relative to other statistical data, starting from the financial econometrics’ models and from the resulting features of the specific descriptive statistics’ analysis of these characteristic series. From the...

The paper tackles the issue of possible misspecification in fitting skew normal distributions to empirical data. It is shown, through numerical experiments, that it is easy to choose a distribution which is different from this which actually generated the sample, if the minimum distance...

We derive a Gaussian approximation result for the maximum of a sum of high dimensional random vectors. Specifically, we establish conditions under which the distribution of the maximum is approximated by that of the maximum of a sum of the Gaussian random vectors with the same covariance...