Regression analysis of dinamic effects of financial markets

  • В. П. Бочаров Voronezh State University
Keywords: econometric model, dynamic effect, fixity, extensive component, intensive component

Abstract

In this article are discussed two approaches of analysis and identifi­cation of unobservable effects of dynamics of paper holdings. Logic of calculations, realized in the limits of given approaches, is based on econometric model building and specific technics of analysis of model building results. A conclusion about necessity of practical use of given approaches is made.

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Published
2015-04-05
How to Cite
Бочаров, В. П. (2015). Regression analysis of dinamic effects of financial markets. Modern Economics: Problems and Solutions, 1, 112-118. Retrieved from https://journals.vsu.ru/meps/article/view/4156
Section
Статьи