Modeling futures price dynamics on the RTS and MICEX indices (Q2364212)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling futures price dynamics on the RTS and MICEX indices |
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Modeling futures price dynamics on the RTS and MICEX indices (English)
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18 July 2017
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futures on the RTS and MICEX indices
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pricing of stock index futures
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autoregressive integrated model
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moving the average model
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generalized model of autoregressive conditional heteroscedasticity
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