The Applied Aspects of Monitoring the Variability of Stock Markets
Journal Title: Бізнес Інформ - Year 2016, Vol 3, Issue
Abstract
The article is concerned with substantiation of the need to improve existing approaches to the evaluation of risks in the process of monitoring markets, which today is insufficiently widely used in practice of the domestic financial management, and which, in addition, is based on the technique, unable to promptly and adequately respond to events that occur within the framework of the existing global financial systems. The article proposes and describes an alternative technique for determining the indicators used in such procedures, which is based on a complex of modern structural-analytic models, as well as is implemented in the composition of the developed system for monitoring the dynamics of stock markets. The article also presents the results of practical use and efficacy of implementing this system on example of banking organization. As to the further researches is planned the expansion and improvement of software complex of the developed monitoring system by the addition of models for forecasting the dynamics of stock markets, as well as consideration of additional factors when building volatility models, with a view to enhancing their versatility and possibility for application in terms of all possible actors of stock markets.
Authors and Affiliations
Volodymyr Halitsyn, Olena Bondarenko
Keywords
Related Articles
- EP ID EP164492
- DOI -
- Views 110
- Downloads 0
Identification of Factors of Formation of the Cost of Financial Resources of Economic Subjects
The article generalises and systemises factors of formation of the cost of financial resources of economic subjects that aggregate four blocks: factors, caused by the structure of assets, effectiveness and prospects of i...
Social Vector in the Economic Development of the State: Genesis of Models and Conceptions
The article is aimed at studying the theoretical-methodological foundations of economic and social development as well as substantiation of interrelationship of economic development and the quality of the population's st...
Planning Approach to Organisational and Methodical Provision of Formation and Functioning of Logistic Systems of Enterprises
The article analyses factors of external and internal environment of enterprises that influence the process of formation of logistic systems and justifies expediency of use of the planning approach to development of the...
Monitoring the Financial, Production, Marketing and Product Areas of Activity, and Instant Diagnosis of Material Support of Enterprise
The article discloses the content of the concept of «monitoring» and presents the stages of monitoring the activity of enterprise. The key indicators for monitoring the financial, production, marketing and product areas...
The Methodical Approach to the Evaluation of the Level of Integration of the Sectorial Investment And Innovation Development, Taking Into Account the Economic Security of Investments
The article is aimed at development of a methodological approach to the evaluation of the effectiveness of European integration for investment and innovation development of the enterprises of the mining industry, taking...