?
Исследование моделей оценки волатильности финансовых активов
С. 432–435.
Eliseev A., Silaev A. M.
The parameters of GARCH, EGARCH and GJR-GARCH econometric models were estimated using Dow Jones daily returns. According to the results, asymmetric models with non-Gaussian standardized innovations proved to be the best. For these models, the returns’ conditional variance forecast was made, as well as so called “News Impact Curve”, which shows the effect of previous shocks on the volatility. At the same time, as per Value-at-Risk back-testing, the most acceptable in terms of risk management was the asymmetric GJR-model based on the normal distribution of standardized innovations.
Knutov A., Ломако А., Российский юридический журнал 2026 № 3 С. 7–22
This article presents a comprehensive analysis of the mechanism of risk indicators within the system of state control (supervision) in the Russian Federation. It concludes that its potential is not being fully utilized. Despite the objective need for an effective tool for unplanned control, the number of inspections conducted based on risk indicators remains insignificant. ...
Added: October 10, 2026
Белов Б. П., Kocharian R., Самойлов И. А. et al., Стандарты и качество 2026 № 10 С. 105–109
Acceptance of enterprise AI search requires checking answer correctness and access controls, defining acceptable errors, and assessing whether testing is sufficient. A record for individual acceptance criteria was developed. Its eight fields link requirements and risks to system configuration, testing, and the acceptance decision. The fields are mapped to provisions in four Russian standards. The ...
Added: October 1, 2026
Alimpeev D., Knutov A., Ломако Анастасия Андреевна et al., ИНФРА-М, 2026.
Книга содержит уникальное по широте охвата и крайне подробное описание 18 наиболее популярных и значимых механизмов контрольно-надзорной деятельности, применяемых в зарубежной практике государственного управления: от способов регулирования государственного контроля и государственного рейтингования бизнеса до проверочных листов и использования беспилотных летательных аппаратов.
По каждому механизму проводится анализ моделей его применения в различных странах мира. Выводы иллюстрируются более ...
Added: September 23, 2026
Buchko A., Peresetsky A., HSE Economic Journal 2025 Vol. 29 No. 3 P. 383–406
In recent years cryptocurrencies have gained popularity: institutional and retail investors as well as different trading companies started positively looking at crypto assets. As a result, the convergence level between cryptocurrencies and the traditional markets has changed a lot. Stocks deserve close attention because they are a key asset for many investors. This article explores ...
Added: September 17, 2026
Soldatova A., Банковские услуги 2025 № 5 С. 41–44
This article covers the results of a roundtable discussion at the Higher School of Economics (HSE) on the Russian bond market. Key issues and trends in the bond market over the past year were discussed, including macroeconomic risks and new threats to private investors related to the increasing frequency of coupon defaults by issuers. The ...
Added: September 3, 2026
Alena Bernyukevich, / Series WP BRP "Basic research program". 2025.
This essay explores the complex issue of determining the appropriate level of risk when implementing innovations within organizations. While innovation is widely recognized as a cornerstone of competitiveness, growth, and sustainability, excessive or poorly managed risk can lead to significant challenges. The discussion highlights key factors influencing acceptable risk levels, including alignment with corporate goals, ...
Added: August 17, 2026
Лобоцкий М. Ю., Komarov M. M., Zaramenskikh E., Бизнес-информатика 2026 Т. 20 № 2 С. 7–21
By early 2026, AI agents ceased to be experimental tools and began to be considered as a form of business process automation. Based on the analysis of in-depth interviews, an expert session, a quantitative survey of Russian companies, and sources reflecting Russian and foreign experience in the deployment of AI agents, a fivelevel maturity model ...
Added: July 24, 2026
Egorov A., Karminsky A. M., Dranev Y. et al., М.: ИНФРА-М, 2026.
В монографии рассматриваются методологические и практические основы формирования и внедрения новаций в финансовых институтах, прежде всего в кредитных организациях. Раскрываются задачи и инструменты новаций, включая особенности и внедрение цифровых активов и цифровых валют, использование многосторонних цифровых платформ и экосистем, оценивание эффектов внедрения инноваций в финансовой сфере и в смежных областях, в том числе за счет ...
Added: June 15, 2026
Дощатов А. А., Шаг в науку 2026 № 1 С. 48–50
This article examines a risk-based approach to public finance management. It examines the theoretical and methodological foundations, conceptual approaches, and tools for managing state financial resources with due regard for risk. Particular attention is paid to the implementation of this approach in the modern economy, including the specifics of budget processes, financial control, and public ...
Added: March 11, 2026
Габриелян А. Р., Александрова О. Ю., Mikhailov I. et al., Медицинские технологии. Оценка и выбор 2025 Т. 47 № 4 С. 28–32
STUDY OBJECTIVE
To develop a tool for assessing and predicting potential risks associated with the implementation of innovative medical technologies in a multidisciplinary hospital.
MATERIAL AND METHODS
A systematic analysis of scientific literature and the regulatory framework was conducted. Publications were searched in PubMed and eLibrary, and regulations were searched in the ConsultantPlus and Garant systems using keywords ...
Added: February 24, 2026
Абрамова А. В., Белоусова Е. Н., Ватюков С. Е. et al., Проблемы стандартизации в здравоохранении 2025 № 5-6 С. 3–14
The improvement of artificial intelligence (AI) technologies and their rapid integration into the socially and economically significant medical industry create broad prospects for ensuring accessibility and quality of medical care, while at the same time creating new challenges related to the safety and ethical risks of using innovative solutions. This creates the need to develop ...
Added: December 7, 2025
Ионцев М. А., Инновации и инвестиции 2025 № 7 С. 43–46
The article examines the volatility of the BTC digital currency against the background of volatility indicators of traditional securities. A comparative analysis was conducted, which revealed that the level of price instability of BTC is generally comparable to the volatility of a number of stocks and other financial instruments. Particular attention is paid to factors ...
Added: November 10, 2025
Soldatova A., Финансы, деньги, инвестиции (Россия) 2025 № 2 С. 27–36
The article is devoted to the study of the features and advantages of investing in an Islamic index. The principles of Islamic finance, the distinctive features of Islamic indices and the methods of their calculation are considered. An analysis of the industry structure of the global Islamic index was conducted. The stages of forming an ...
Added: July 8, 2025