Стохастическое моделирование неоднородных социально-экономических совокупностей по случайным выборкам
The research focuses on empirical estimates of what Russians think about everyday corruption in Russia. We use LITS, WVS and RLMS-HSE data sets. It was discovered concave dependence of corruption expectations on age and positive on income. Level of education and town habitation increase confidence in necessity of bribes. Retrospective questions confirm that corruption did not decrease in Russia during the last decades.
The article considers the procedure of constructing COGARCH volatility models with continuous time based on the Levy processes. The article describes the procedure of constructing the model in the general case and in the case of compound Poisson process.
In the article analysis of metrics for risk assessment in non-financial companies. Indentified key determinants of cost metrics RiskMetrics, CorporateMetrics and Stress-testing. The methodical aspects of development in risk assessment using simulation (Monte-Carlo).
We consider certain spaces of functions on the circle, which naturally appear in harmonic analysis, and superposition operators on these spaces. We study the following question: which functions have the property that each their superposition with a homeomorphism of the circle belongs to a given space? We also study the multidimensional case.
We consider the spaces of functions on the m-dimensional torus, whose Fourier transform is p -summable. We obtain estimates for the norms of the exponential functions deformed by a C1 -smooth phase. The results generalize to the multidimensional case the one-dimensional results obtained by the author earlier in “Quantitative estimates in the Beurling—Helson theorem”, Sbornik: Mathematics, 201:12 (2010), 1811 – 1836.
We consider the spaces of function on the circle whose Fourier transform is p-summable. We obtain estimates for the norms of exponential functions deformed by a C1 -smooth phase.