The Use of Econometric Tools in the Methods of Analysis of Financial Markets

Student: Gyulumyan Artem

Supervisor: Pavel Konstantinovich Katyshev

Educational Programme: Economics (Bachelor)

Year of Graduation: 2017

Research work on "The use of econometric tools in the methods of analysis of financial markets". The main purpose of the work is to study the properties of time series containing data on quotations of the euro / US dollar (EUR / USD) currency pair from April 2009 to March 2017. Identify the relationship between the opening, closing, maximum and minimum prices. All the conclusions and nuances of this work will form the basis of a more detailed and practically meaningful study, the purpose of which will be to simplify and refine the methods for analyzing the financial market. Data for the specified period are presented in 24-hour increments. The work contains the main parts: "Introduction", theoretical part, methodological part, "Conclusion", which contain 4 figures and 11 tables, as well as links to information sources, which are fully displayed in the "List of Literature". At the end of the work is the Appendix, which shows an excerpt from the table with the initial data of quotations.

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