Volatility of Securities' Prices at the Russian Empire Stock Market (1897-1914): Dynamics and Factors of the Process

Student: Rachkov Alexey

Supervisor: Irina Shilnikova

Educational Programme: Applied Economics (Master)

Year of Graduation: 2017

Dynamics and factors of securities' prices volatility and stock market capitalization at the Russian Empire Stock Market over the perid from 1897 to 1914 in the context of all russian stock companies and individual leading industry companies relying on annual, monthly and daily data was observed in the research. Mathematical models of relevant time series and forecasts under condition of no the First World War were formed in the paper.

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