Giter Club home page Giter Club logo

sadpepep / 2014_and_2022_how_sanctions_affected_the_volatility_of_the_russian_companies Goto Github PK

View Code? Open in Web Editor NEW
0.0 0.0 0.0 748 KB

Volatility analysis of the Russian companies' shares. Comparison of the impact of the 2014 and 2022 sanctions on them. GARCH-models construction. Interpretation of results. / Анализ волатильности акций компаний. Сравнение влияния на них санкций 2014 и 2022 годов. Построение GARCH-моделей. Интерпретация результатов.

arch econometrics garch sanctions stock-market termpaper time-series

2014_and_2022_how_sanctions_affected_the_volatility_of_the_russian_companies's People

Watchers

 avatar

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.