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Abstrakty
Chapter 16 presents an influence of the Russian stock market on the Ukrainian stock market. The spectral analysis has been used. It has been found that the markets under consideration are highly correlated. Fluctuations of the Russian market influence the Ukrainian market with a several days lag. (original abstract)
Rocznik
Strony
275--283
Opis fizyczny
Twórcy
autor
Bibliografia
- Vorobyov N. (1986), The Theory of Series, Moscow: Nauka.
- Granger K., Hatanaka M. (1972), The Time Series Spectral Analysis in Economics, Moscow: Statistica.
- Kandall M. (1981), The Time Series, Moscow: Finance and Statistics.
- Romanovsky P. (1973), The Fourier Series. The Field Theory. Analytical and Special Functions. Laplace Transform, Moscow: Nauka.
Typ dokumentu
Bibliografia
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Identyfikator YADDA
bwmeta1.element.ekon-element-000171284901