{"product_id":"analiz-wliqniq-krizisa-covid-19-von-kouame-marcel-anzian","title":"Analiz wliqniq krizisa COVID-19","description":"\u003cp\u003eCel' dannoj knigi - proanalizirowat' wliqnie krizisa COVID-19 na fenomen persistentnoj i asimmetrichnoj wolatil'nosti parizhskogo fondowogo rynka. Dlq ätogo my razdelili nash rqd na dwa perioda do (s 03\/01\/2017 po 23\/01\/2020) i wo wremq (s 24\/01\/2020 po 21\/10\/2021) krizisa COVID-19, osnowywaqs' na poqwlenii perwogo sluchaq zabolewaniq COVID-19 wo Francii (24 qnwarq 2020 goda). Zatem my primenili model' GARCH dlq otrazheniq qwleniq persistencii wolatil'nosti i modeli EGARCH i GJR-GARCH dlq asimmetrichnyh äffektow. Vywody ätoj raboty priweli, wo-perwyh, k podtwerzhdeniü uwelicheniq persistentnosti wolatil'nosti indexow CAC All-Share i CAC 40, a wo-wtoryh, k poqwleniü äffekta asimmetrii w powedenii wolatil'nosti. Jeti rezul'taty oznachaüt, chto maloweroqtnye sobytiq wne finansowyh rynkow porozhdaüt turbulentnost' i neopredelennost', kotorye dowodqt urowen' wolatil'nosti do ochen' wysokih pikow posle kolebanij w ocenke finansowyh aktiwow, zaregistrirowannyh na fondowoj birzhe.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9786205132838\"\u003e\u003ch3\u003ePrimenenie k fenomenu ustojchiwosti i asimmetrii w wolatil'nosti fondowogo rynka Parizha\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9786205132838","offer_id":40521158197341,"sku":"9786205132838","price":19.8,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/a6b86316-5f16-4997-b937-65c1e3f20659.png?v=1758431002","url":"https:\/\/shop.autorenwelt.de\/products\/analiz-wliqniq-krizisa-covid-19-von-kouame-marcel-anzian","provider":"Autorenwelt Shop","version":"1.0","type":"link"}