Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub ![]() |
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Forecasting of crisis for Russian financial market by oil prices and exchange rate
Available online: 19 August 2012 Subject Heading: MATHEMATICAL METHODS OF ANALYSIS IN ECONOMY JEL Classification:
In the article crisis conditions by means of an assessment of interrelation of the price for oil and a dollar exchange rate are predicted. The analysis is carried out on the basis of economic modeling, Markov Switch GARCH is used. The similar assessment is carried out for the first time for the Russian market and is relevant as the orientation of the Russian economic market remains now raw. Keywords: price for oil, US dollar exchange rate, Markov's model, GARCH model, crisis period ![]() |
![]() ISSN 2311-8768 (Online)
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