BUSINESS INFORM №3-2016

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Section: Finance, Money Circulation and Credit
UDC 519.86:330.336.76
Halitsyn V. K., Bondarenko O. O.
The Applied Aspects of Monitoring the Variability of Stock Markets (p. 199 - 204)
The article is concerned with substantiation of the need to improve existing approaches to the evaluation of risks in the process of monitoring markets, which today is insufficiently widely used in practice of the domestic financial management, and which, in addition, is based on the technique, unable to promptly and adequately respond to events that occur within the framework of the existing global financial systems. The article proposes and describes an alternative technique for determining the indicators used in such procedures, which is based on a complex of modern structural-analytic models, as well as is implemented in the composition of the developed system for monitoring the dynamics of stock markets. The article also presents the results of practical use and efficacy of implementing this system on example of banking organization. As to the further researches is planned the expansion and improvement of software complex of the developed monitoring system by the addition of models for forecasting the dynamics of stock markets, as well as consideration of additional factors when building volatility models, with a view to enhancing their versatility and possibility for application in terms of all possible actors of stock markets.
Keywords: stock market, monitoring, system for monitoring, yield, volatility, volatility models, securities risks analysis, rating of investment attractiveness
Fig.: 3. Tabl.: 3. Formulae: 3. Bibl.: 9.

Halitsyn Volodymyr K. – Doctor of Sciences (Economics), Professor, Head of the Department, Department of Information Management, Kyiv National Economic University named after Vadym Hetman (54/1 Beresteiskyi Ave., Kyiv, 03057, Ukraine)
Email: [email protected]
Bondarenko Olena O. – Senior Lecturer, Department of Economic Cybernetics, Kryvyi Rih National University (11 Vitaliia Matusevycha Str., Kryvyi Rіh, Dnіpropetrovsk region, 50027, Ukraine)
Email: [email protected]

Article is written in Russian
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Reference to this article:
Halitsyn, Volodymyr K., and Bondarenko, Olena O. (2016) “The Applied Aspects of Monitoring the Variability of Stock Markets.” Business Inform 3:199–204.

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