50096

Автор(ы): 

Гребенюк Е. А. (ИПУ РАН, Лаборатория 41)
Будилов А. А. (МГТУ им Баумана)
Родионов И. Д. (МГТУ им Баумана)
Селюто Н. М. (МГТУ им Баумана)

Автор(ов): 

4

Параметры публикации

Тип публикации: 

Доклад

Название: 

Econometrics methods for predictability of financial crises on example Asian crisis

Электронная публикация: 

Да

ISBN/ISSN: 

978-1-5386-4924-4, 978-1-5386-4925-1

DOI: 

10.1109/MLSD.2018.8551878

Наименование конференции: 

  • 2018 11th International Conference "Management of Large-Scale System Development" (MLSD)

Наименование источника: 

  • Proceedings of the 11th International Conference "Management of Large-Scale System Development" (MLSD)

Город: 

  • Moscow

Издательство: 

  • IEEE

Год издания: 

2018

Страницы: 

https://ieeexplore.ieee.org/document/8551878
Аннотация
The fitness verification problem of the forerunners of financial crises based on historical data with the econometric methods is considered. This analysis of the presence of the forerunners, and the events that are highlighted by leading economists as forerunners (predictions) and attributes of crisis an analysis was made on the example of the South Asian financial crisis of 1997-1998, for the group of countries.

Библиографическая ссылка: 

Гребенюк Е.А., Будилов А.А., Родионов И.Д., Селюто Н.М. Econometrics methods for predictability of financial crises on example Asian crisis / Proceedings of the 11th International Conference "Management of Large-Scale System Development" (MLSD). Moscow: IEEE, 2018. С. https://ieeexplore.ieee.org/document/8551878.