Please use this identifier to cite or link to this item:
http://hdl.handle.net/11701/3424
Title: | Modelling of optimal portfolio using multivariate GARCH model |
Other Titles: | Моделирование оптимального портфеля с использованием многомерной модели условной гетероскедастичности |
Authors: | Березинец Ирина Владимировна Берестина Карина Альбертовна Berestina Karina кандидат физико-математических наук, доцент И.В. Березинец Candidate of Physics and Mathematics, Associate Professor I.V. Berezinets |
Issue Date: | 2016 |
URI: | http://hdl.handle.net/11701/3424 |
Appears in Collections: | BACHELOR STUDIES |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
VKR_BerestinaKA.pdf | Article | 1,54 MB | Adobe PDF | View/Open |
reviewSV_otzyv_na_VKR_Berestina_Karina_red.docx | ReviewSV | 44,5 kB | Microsoft Word XML | View/Open |
reviewSV_Recenziya_Berezkin_K_V__ot_Ilinoj_YU_B_.doc | ReviewRev | 71,5 kB | Microsoft Word | View/Open |
reviewSV_Recenziya_VKR_Berestina.doc | ReviewRev | 61,5 kB | Microsoft Word | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.