Выявление инсайдерских сделок при внутридневной торговле золотом, серебром и их фьючерсами
| Parent link: | Перспективы развития фундаментальных наук.— 2014.— [С. 570-572] |
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| Shrnutí: | Заглавие с экрана This article deals with the mathematical model of detecting insider transaction in intraday gold, silver and their futures trading. In the paper we present arguments about the impact of insider trading in the period before and immediately after the announcement of important macroeconomic events. Also, here is determined the effectiveness of this methodology in the analysis of high frequency data. |
| Jazyk: | ruština |
| Vydáno: |
2014
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| Edice: | Математика |
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| On-line přístup: | http://www.lib.tpu.ru/fulltext/c/2014/C21/191.pdf |
| Médium: | Elektronický zdroj Kapitola |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=606939 |
| Fyzický popis: | 1 файл(412 Кб) |
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| Shrnutí: | Заглавие с экрана This article deals with the mathematical model of detecting insider transaction in intraday gold, silver and their futures trading. In the paper we present arguments about the impact of insider trading in the period before and immediately after the announcement of important macroeconomic events. Also, here is determined the effectiveness of this methodology in the analysis of high frequency data. |