STOCK MARKET FLUCTUATIONS SIMULATION WITHIN LOWLY VOLATILE AND HIGHLY VOLATILE PERIODS
The simulation of stock price fluctuations is analyzed. The statistical criteria application allows drawing the conclusion on the investigated models’ validity. Alongside with well-known Kolmogorov-Smirnov and Anderson-Darling criteria, comparatively new Christoffersen and Berkowitz criteria are use...
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| פורמט: | Article |
| שפה: | Russian |
| יצא לאור: |
Don State Technical University
2013-12-01
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| סדרה: | Advanced Engineering Research |
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| גישה מקוונת: | https://www.vestnik-donstu.ru/jour/article/view/435 |