Application of Copula Models in Stock Market Analysis
Objectives. The objective of the study is to use copula models to analyze shares of the Russian stock market and describe changes in the relationship between the shares before and during the coronavirus infection (COVID-19).Methods. An algorithm for using copulas and functions of the R programming l...
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| Main Authors: | , |
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| Format: | Article |
| Language: | Russian |
| Published: |
National Academy of Sciences of Belarus, the United Institute of Informatics Problems
2024-06-01
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| Series: | Informatika |
| Subjects: | |
| Online Access: | https://inf.grid.by/jour/article/view/1280 |
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