Fedorov S L

Publications in Math-Net.Ru

1. On the distribution of absolute values of returns for financial time series
   
   Keldysh Institute preprints, 2014, 096, 15 pp.
2. To the classification of non-stationary time series: RTS index composition
   
   Keldysh Institute preprints, 2014, 054, 18 pp.
3. Modeling and statistical analysis of functional, defining on the sampling from non-stationary time series
   
   Keldysh Institute preprints, 2014, 043, 26 pp.