Econometric Modeling of Financial Time Series Volatility Using Software Packages

Olena Liashenko, Tetyana Kravets, Kateryna Krytsun. Econometric Modeling of Financial Time Series Volatility Using Software Packages. In Vadim Ermolayev, Nick Bassiliades, Hans-Georg Fill, Vitaliy Yakovyna, Heinrich C. Mayr, Vyacheslav Kharchenko, Vladimir S. Peschanenko, Mariya Shyshkina, Mykola Nikitchenko, Aleksander Spivakovsky, editors, Proceedings of the 13th International Conference on ICT in Education, Research and Industrial Applications. Integration, Harmonization and Knowledge Transfer, ICTERI 2017, Kyiv, Ukraine, May 15-18, 2017. Volume 1844 of CEUR Workshop Proceedings, pages 56-71, CEUR-WS.org, 2017. [doi]

Abstract

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