Международная научная конференция Modern Econometric Tools and Applications (META2017)
Нижний Новгород НИУ ГУ-ВШЭ
22.06.2017 -
Название доклада
"The
distribution of extreme returns in the Russian Financial market"
Международная научная конференция The 11th International Conference on Computational and Financial Econometrics (CFE 2017)
Лондон University of London
16.12.2017 -
Название доклада
Extreme returns in the Russian stock market: Unexpected tails in risk measures
The purpose is to investigate extreme fluctuations in the Russian financial market using extreme value theory methods. For that, we: (i) determine the probability distribution that most accurately describes the behavior of extreme returns in the Russian stock market and further present the analysis
Рабочий адрес:
Казань, ул. Бутлерова, д. 4, Учебное здание №20, Здание учебного корпуса блок А