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Regular version of the site




ARMA-DCC-GARCH model for the analysis of integration processes in the capital markets of the three regions
   Teplova Т.,  Asaturov K.
   XIV International Scientific Conference on Problems of Economy and Society Development / Editor: Е.G.Yasin. M.: Izdatelsky Dom of NRU HSE, 2013


Nominal Yields on the Russian Government Bond Market: The Analysis of the Fisher Effect
Rodionova A.   
10th EBES Conference - Istanbul Program and Abstract Book, 2013.



Measures of Systematic Risk for Financial Assets with Non-normal Return Distribution: Evidence of Russia
   Teplova T.,  Shutova E.
    Collected Articles of New Bulgarian University "Corporate Finances", 2012, Sofia, p. 327-359.


Methods for Detecting Non-typical Transactions. Application for Russian Stock Market
    Tlekhugov, N., Kush, K., Stolyarov, A.
    Higher School of Economics, 2012.
Methods for detecting.docx


  A Higher Moment Downside Framework for Conditional and Unconditional CAPM in The Russian Stock Market
    Teplova T.;  Shutova E.
    Eurasian Economic Review, V 2 (Fall), 156-177

  The Validity of the CAPM in the Russian and Kazakhstan Capital Markets with GLS risk measure, Conditional Meansemivariance and Higher-order Moments Specifications,
    Teplova T.;  Mikova E.
    European Financial Management  Symposium, RENMIN UNIVERSITY OF CHINA, BEIJING, CHINA


Comparing Risk Measures for Cross Section Return Explanation on Local Stock Markets of Transition Economies
    Teplova, T., Shutova E.
    Collected Articles of the 12th April International Academic Conference on Economic and Social Development, Moscow, 2011.


Index Arbitrage Profitability of MICEX Index Futures
     Belyakova, A., Masyutin, A., Rodina, V.
     Collected Articles of the 8th Inter-University Conference "Present State, Trends, and Instruments of the Securities Market", Moscow, 2011.
Index Arbitrage Profitability.docx


Determinants of dividend policy of Russian public companies
    Zaltsman A.
    Collected Articles of Conference "Perspective Developments of Science and Equipment -2011" - "Economic Sciences", 2011



  Discount factor in analyst’s notes in Russian capital market (37 analytical teams). Testing Predicted Beta with Liquidity Adjustment
Teplova T.
    Vanguard Scientific Instruments In Management, Volume 3/2010, ISSN 1314-0582, 129-150


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