varying volatility of financial returns is introduced. Generalised periodic long-memory filters, based on Gegenbauer … polynomials, are included into volatility equation of LARCH model and capture long memory periodic behaviour of the data. Thus, a … new type of model called h-factor Gegenbauer-LARCH is presented. Moreover, a covariance stationarity condition is checked …

return and risk of personal investment into financial instruments. There are two parts of bachelor: theoretical and … investment return and risk, there was chosen three investments forms: deposits, mutual funds and Lithuanian pension funds of … forms for a statistical resident. The effectiveness of an investment has been evaluated by comparing the investment return …

investment return and measurement of the risk. At the same time the analysis of various author opinions, how useful these models … return of investment depend not only from the economical sectors in which the firm function but and from the distribution of …