BUSINESS INFORM №4-2012

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Section: Finance, Money Circulation and Credit
Halitsyn V. K., Kononenko V. V., Bondarenko O. O.
Methods of Improvement of Model of an Estimation Volatility of the Financial Markets (p. 195 - 197)
In article existing methods of modelling of estimations volatility, characterising dynamics of the financial markets as non-stationary process are considered. Application a spline-functions for model autoregression updating – a moving average for the purpose of its improvement approximative properties is offered.
Keywords: methods to improve, financial markets, the model estimates the volatility, аpproximative properties
Bibl.: 8.

Halitsyn Volodymyr K. – Doctor of Sciences (Economics), Professor, Head of the Department, Department of Information Management, Kyiv National Economic University named after Vadym Hetman (54/1 Beresteiskyi Ave., Kyiv, 03057, Ukraine)
Email: [email protected]
Kononenko Vladimir Viktorovich – candidate of technical sciences, associate professor, Department of Economic Cybernetics, Kryvyi Rih Institute of Economics, SHEI «V. Getman Kyiv National Economic University»
Bondarenko Olena O. – Senior Lecturer, Department of Economic Cybernetics, Kryvyi Rih National University (11 Vitaliia Matusevycha Str., Kryvyi Rіh, Dnіpropetrovsk region, 50027, Ukraine)
Email: [email protected]

Article is written in Ukrainian
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Reference to this article:
Halitsyn, Volodymyr K., Kononenko, Vladimir Viktorovich., and Bondarenko, Olena O. (2012) “Methods of Improvement of Model of an Estimation Volatility of the Financial Markets.” Business Inform 4:195–197.

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