GitHub - sadpepep/2014_and_2022_How_sanctions_affected_the_volatility_of_the_Russian_companies: Volatility analysis of the Russian companies' shares. Comparison of the impact of the 2014 and 2022 sanctions on them. GARCH-models construction. Interpretation of results. / Анализ волатильности акций компаний. Сравнение влияния на них санкций 2014 и 2022 годов. Построение GARCH-моделей. Интерпретация результатов.

Name		Name	Last commit message	Last commit date
A7L.csv		A7L.csv
P7G.csv		P7G.csv
X-GARCH (sanctions in garch); Amour Minerals.csv		X-GARCH (sanctions in garch); Amour Minerals.csv
X-GARCH (sanctions in garch); Petropavlovsk.csv		X-GARCH (sanctions in garch); Petropavlovsk.csv
termpaper code.rmd		termpaper code.rmd
termpaper text.pdf		termpaper text.pdf

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Volatility analysis of the Russian companies' shares. Comparison of the impact of the 2014 and 2022 sanctions on them. GARCH-models construction. Interpretation of results. / Анализ волатильности акций компаний. Сравнение влияния на них санкций 2014 и 2022 годов. Построение GARCH-моделей. Интерпретация результатов.

arch econometrics garch sanctions stock-market termpaper time-series

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