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In this article the theoretical analysis and practical application of Bayesian approach for vector autoregressive model parameters estimation with different priors have been peformed. The time series was from 2001Q1 to 2010Q4 and included the following variables: GDP, CPI, exchange rate,...
Persistent link: https://www.econbiz.de/10015235906
monthly returns and volatility of PFTS-index are examined. A strong evidence of a calendar effect i.e. December effect on …
Persistent link: https://www.econbiz.de/10015226601
daily, monthly and quarterly returns of PFTS-index and their volatility are examined. A strong evidence of a calendar effect …
Persistent link: https://www.econbiz.de/10015229490
Ukrainian Abstract: Розглянуто проблеми та перспективи розміщення цінних паперів українських кампаній на Варшавській фондовій біржі. Проаналізовано вимоги до лістингу...
Persistent link: https://www.econbiz.de/10013235691