On methods of quantitative analysis of the company’s financial indicators under conditions of high risk of investments
The paper investigates the methods of quantitative analysis of hidden statistical relationships of the financial indicators of companies under conditions of high investment risk. A new semi-parametric method for estimating tail dependence indicators using BB1 and BB7 dependence structures is propose...
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| Format: | Article |
| Language: | English |
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Peoples’ Friendship University of Russia (RUDN University)
2020-12-01
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| Series: | Discrete and Continuous Models and Applied Computational Science |
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| Online Access: | http://journals.rudn.ru/miph/article/viewFile/25181/18851 |