Estimation of market resiliency from high-frequency micex shares trading data
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2012 |
Andreev, Nikolay |
Market liquidity measurement and econometric modeling
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2012 |
Arbuzov, Viacheslav |
Influence of behavioral finance on the share market
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2012 |
Gribnikov, Vadim |
Current trends in prudential regulation of market risk : from Basel I to Basel III
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2012 |
Lobanov, Alexey |
Belarusian banking system : market risk factors
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2012 |
Malykhina, Svetlana |
How can information on CDS contracts be used to estimate liquidity premium in the bond market
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2012 |
Tarasova, Polina |
Financial market and systemic risks
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2012 |
Sornette, Didier |
A note on the dynamics of hedge-fund-alpha determinants
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2012 |
Kolokolova, Olga |
Term structure models
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2012 |
Lapshin, Victor |
The psychological aspects of human interactions through trading and risk management process
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2012 |
Mikhailova, Polina |
Hierarchical and ultrametric models of financial crashes
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2012 |
Pivovarova, Anna |
Catastrophe theory in forecasting financial crises
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2012 |
Pleten, Anastassia |
A mathematical model for market manipulations
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2012 |
Singh, Bismark |
Adaption of world experience in insider dealing regulation to the specifity of the Russian market
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2012 |
Starikov, Alexander |
Agent-based model of the stock market
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2012 |
Steryakov, Alexander |
Questions of top management to risk management
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2012 |
Chernov, Sergey |
Equilibrium on the interest rate market analysis
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2012 |
Kvasničková, Eva |
Adelic theory of the stock market
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2012 |
Zharkov, Victor |
Modeling of Russian equity market microstructure (MICEX:HYDR case)
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2012 |
Efremova, Tatyana |
Asset pricing in a fractional market under transaction costs
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2012 |
Gisin, Vladimir |