<?xml version="1.0" encoding="utf-8"?>
<!DOCTYPE article PUBLIC "-//NLM//DTD JATS (Z39.96) Journal Publishing DTD v1.3 20210610//EN" "https://jats.nlm.nih.gov/publishing/1.3/JATS-journalpublishing1-3.dtd">
<article article-type="research-article" dtd-version="1.3" xml:lang="ru">
  <front>
    <journal-meta>
      <journal-title-group>
        <journal-title>π-Economy</journal-title>
        <trans-title-group xml:lang="ru">
          <trans-title>π-Economy</trans-title>
        </trans-title-group>
      </journal-title-group>
      <issn pub-type="epub">2782-6015</issn>
    </journal-meta>
    <article-meta>
      <article-id pub-id-type="publisher-id">33</article-id>
      <title-group>
        <article-title>Methods of mathematical modeling ofmarket risk measures and their  applications to russian stock markets</article-title>
        <trans-title-group xml:lang="ru">
          <trans-title>Анализ методов математического  моделирования риска (на примере  российского фондового рынка)</trans-title>
        </trans-title-group>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <name>
            <surname>Boyarshinov</surname>
            <given-names>Andrey</given-names>
          </name>
          <email>andrey.boyarshinov@gmail.com</email>
        </contrib>
      </contrib-group>
      <pub-date publication-format="electronic" date-type="pub" iso-8601-date="2012-12-10">
        <day>10</day>
        <month>12</month>
        <year>2012</year>
      </pub-date>
      <issue>6</issue>
      <issue-id pub-id-type="publisher-id">161</issue-id>
      <fpage>193</fpage>
      <lpage>197</lpage>
      <abstract xml:lang="en">
        <p>In this paper basic methods of risk estimation using Value at Risk methodology are examined. For the examined methods calculations and verification procedures are performed and quality indicators are derived. Conclusions on different models applicability to Russian stock market are made based on verification results and quality characteristics of examined models.</p>
      </abstract>
      <kwd-group xml:lang="en">
        <kwd>RISK ESTIMATION</kwd>
        <kwd>VALUE AT RISK</kwd>
        <kwd>STOCK MARKETS</kwd>
        <kwd>MODELING</kwd>
      </kwd-group>
    </article-meta>
  </front>
</article>
