-
Notifications
You must be signed in to change notification settings - Fork 0
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.
sadpepep/2014_and_2022_How_sanctions_affected_the_volatility_of_the_Russian_companies
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
About
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.
Topics
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published