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About The Book

?????????????? ???????? ??????? ?? ?????? ???????? ??????????????????? ????????????. ?? ???????????? ???????????????? ?????? ? ECM-DCC-GARCH ??? ?????????? 98 ??? ?? 152 ????? 3 ?????. ???????? ??????? ?????????????? ? ??????? ????????? ?? ???????. ??? ????????? ????????????? ?? ????? ??????????? ??????? ??????? ???????????? ????? ??????? ????? ??????? ?? ??????? ?????. ? ???????????? ???? ?????????? ???????????? ?????????. ?? ???????? ??? ???????? ?????????: ??????? ??????????? ?????????? ???????????? ???????? ???????????? ? Bollinger Bands (???????????? ??????????? ??????????) ? ??????? ?????????????? ?????????????? ???????????? ?????????? ???????????????? ECM-DCC-GARCH ? ??? ????. ?????? ?? ???? ???????? ????????? ?????????????? ????? ??????????????: ?????????? ??????? ? ??????????? ???????. ?????? ??????????? ?????? ? 2012-01-01 ?? 2014-12-31 ? ?????? ????????????? - ? 2015-01-01 ?? 2016-06-01. ???? ?????????? ???????? ??? ????????? USD Bollinger Bands ??? ???????? ????????????? ? ???????????????? ?? profit factor ????????? ?????? ????????? ? ?????????? ????? ??????? ??????? ????? ?? ??????? ?????. 32% ??? ????? ??????? ????????? ? ?????? ? 94% ?? ??? ??????????? ???????? ???????????? ? ??????? ????????? ???????.
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