Modelling financial returns and portfolio construction for the Russian stock market
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Iuliia S. Pinkovetskaia & Irina N. Nikitina & Tatiana V. Gromova, 2018. "The Role of Small and Medium Entrepreneurship in the Economy of Russia," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 14(3), pages 177-188.
- J. Pinkovetskaya & ЮЛИЯ Пиньковецкая СЕМЕНОВНА, 2016. "Анализ Отраслевой Локализации Малого И Среднего Предпринимательства В Регионах // Industrial Localization Analysis Of Small And Medium Entrepreneurship In The Regions," Управленческие науки // Management Science, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 6(2), pages 70-82.
- Fantazzini, Dean, 2014. "Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'," MPRA Paper 55430, University Library of Munich, Germany.
More about this item
Keywordsportfolio construction; Russian stock market; multivariate t-distribution; vector parameter; degrees of freedom; portfolio performance; multivariate modelling; financial returns; Russia; autocorrelation; volatility clustering; dynamic links; equity returns; heavy tails; marginal distributions; liquidity; investment risk; investment benefits.;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ids:ijcome:v:4:y:2014:i:1/2:p:32-81. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Carmel O'Grady) The email address of this maintainer does not seem to be valid anymore. Please ask Carmel O'Grady to update the entry or send us the correct email address. General contact details of provider: http://www.inderscience.com/browse/index.php?journalID==311 .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.