Результаты поиска

Лучшие результаты

1. Philip Hans Franses, Dick Van Dijk. Non-Linear Time Series Models in Empirical Finance. – М.: Cambridge University Press, 2000. – 296 с.
   

Дополнительные результаты

1. Luc Bauwens, Christian M. Hafner, Sebastien Laurent. Handbook of Volatility Models and Their Applications (Wiley Handbooks in Financial Engineering and Econometrics). – М.: , 2012. – 568 с.
   
2. Mary Jackson, Mike Staunton. Advanced Modelling in Finance Using Excel and VBA. – М.: John Wiley and Sons, Ltd, 2001. – 276 с.
   
3. Ngai Hang Chan. Time Series : Applications to Finance (Wiley Series in Probability and Statistics). – М.: , 0. – 0 с.
   
4. Anantha Kumar Duraiappah. Computational Models in the Economics of Environment and Development (Economy & Environment, 27). – М.: , 0. – 0 с.
   
5. Philip Hans Franses, Dick Van Dijk. Non-Linear Time Series Models in Empirical Finance. – М.: Cambridge University Press, 2000. – 296 с.
   
6. R.F. Engle. Long-Run Economic Relationships: Readings in Cointegration. – М.: Oxford University Press, 1992. – 312 с.
   
7. A.C. Harvey. The Econometric Analysis of Time Series - 2nd Edition (London School of Economics Handbooks in Economics). – М.: , 0. – 0 с.
   
8. Svetlozar T. Rachev, Stefan Mittnik. Stable Paretian Models in Finance (Financial Economics and Quantitative Analysis Series). – М.: John Wiley and Sons, Ltd, 2000. – 874 с.
   
9. Peter M. Robinson. Time Series With Long Memory (Advanced Texts in Econometrics). – М.: , 0. – 0 с.
   
10. Philip Rothman. Nonlinear Time Series Analysis of Economic and Financial Data (Dynamic Modeling and Econometrics in Economics and Finance, V. 1). – М.: , 0. – 0 с.
    
11. Douglas M. Patterson, Richard A. Ashley. A Nonlinear Time Series Workshop - A Toolkit for Detecting and Identifying Nonlinear Serial (DYNAMIC MODELING AND ECONOMETRICS IN ECONOMICS AND). – М.: , 0. – 0 с.
    
12. Helmut Lutkepohl, Jurgen Wolters. Money Demand in Europe (Studies in Empirical Economics). – М.: , 0. – 0 с.
    
13. Philip Hans Franses, Richard Paap. Periodic Time Series Models (Advanced Texts in Econometrics). – М.: , 0. – 0 с.
    
14. Abdol S. Soofi, Liangyue Cao. Modelling and Forecasting Financial Data: Techniques of Nonlinear Dynamics (Studies in Computational Finance, Volume 2). – М.: , 0. – 0 с.
    
15. Terence C. Mills. The Econometric Modelling of Financial Time Series. – М.: , 0. – 0 с.
    
16. K. D. Patterson. An Introduction to Applied Econometrics: A Time Series Approach. – М.: , 0. – 0 с.
    
17. Andrew C. Harvey. Forecasting, Structural Time Series Models and the Kalman Filter. – М.: Cambridge University Press, 1991. – 572 с.
    
18. Anindya Banerjee, J.W. Galbraith, Juan Dolado, David Hendry. Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (Advanced Texts in Econometrics). – М.: Oxford University Press, 1993. – 352 с.
    
19. Anantha Kumar Duraiappah. Computational Models in the Economics of Environment and Development (Economy & Environment, ?27). – М.: , 0. – 0 с.
    
20. Terence C. Mills. Modelling Trends and Cycles in Economic Time Series. – М.: Palgrave Macmillan, 2003. – 180 с.
    
21. Herman J. Bierens. Topics in Advanced Econometrics: Estimation, Testing and Specification of Cross-Section and Time Series Models. – М.: Cambridge University Press, 1996. – 272 с.
    
22. Fabio Fornari, Antonio Mele. Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time (Dynamic Modeling and Econometrics in Economics and Finance). – М.: , 0. – 0 с.
    
23. Christian L. Dunis, Bin Zhou. Nonlinear Modelling of High Frequency Financial Time Series (Financial Economics and Quantitative Analysis Series). – М.: , 0. – 0 с.
    
24. Regina Kaiser, Agustin Maravall. Measuring Business Cycles in Economic Time Series (Lecture Notes in Statistics (Springer-Verlag), 154). – М.: , 0. – 0 с.
    
25. Benjamin Kedem, Konstantinos Fokianos. Regression Models for Time Series Analysis (Wiley Series in Probability and Statistics). – М.: , 0. – 0 с.
    
26. Christian Gourieroux, Alain Monfort, Giampiero M. Gallo. Time Series and Dynamic Models (Themes in Modern Econometrics). – М.: , 0. – 0 с.
    
27. Arun J. Prakash, Robert M. Bear, Krishnan Dandapani, Gauri L. Ghai, Therese E. Pactwa, Ali M. Parhizgari. The Return Generating Models in Global Finance. – М.: , 0. – 0 с.
    
28. D. N. Shanbhag, C. Radhakrishna Rao. Handbook of Statistics 21: Stochastic Processes: Modeling and Simulation. – М.: , 0. – 0 с.
    
29. Computer-Aided Introduction to Econometrics. – М.: , 2003. – 0 с.
    
30. W.A. Barnett. Economic Complexity, Volume 14 : Non-linear Dynamics, Multi-agents Economies and Learning (International Symposia in Economic Theory and Econometrics). – М.: , 2004. – 0 с.
    
31. Alfred Greiner. The Forces of Economic Growth : A Time Series Perspective. – М.: , 2004. – 0 с.
    
32. Daniel Straumann. Estimation in Conditionally Herteroscedastic Time Series Models. – М.: , 2004. – 0 с.
    
33. Craig W. Holden. Excel Modeling in Corporate Finance and MBA Corporate Finance. – М.: , 2004. – 0 с.
    
34. Ruey S. Tsay. Analysis of Financial Time Series (Wiley Series in Probability and Statistics). – М.: , 2005. – 0 с.
    
35. Advances in Behavioral Finance, Volume II (The Roundtable Series in Behavioral Economics). – М.: , 2005. – 728 с.
    
36. Handbook of Economic Forecasting, Volume 1 (Handbooks in Economics). – М.: , 2006. – 1070 с.
    
37. Katarina Juselius. The Cointegrated VAR Model: Methodology and Applications (Advanced Texts in Econometrics). – М.: , 2007. – 480 с.
    
38. Hidden Markov Models in Finance (International Series in Operations Research & Management Science). – М.: , 2007. – 184 с.
    
39. Bruce L. Bowerman, Richard O'Connell, Anne Koehler. Forecasting, Time Series, and Regression (with CD-ROM) (Forecasting, Time Series, & Regression). – М.: , 2004. – 696 с.
    
40. Multi-moment Asset Allocation and Pricing Models (The Wiley Finance Series). – М.: , 2006. – 258 с.
    
41. Nonlinear Time Series Analysis of Business Cycles, Volume 276 (Contributions to Economic Analysis). – М.: , 2006. – 460 с.
    
42. Jianqing Fan, Qiwei Yao. Nonlinear Time Series: Nonparametric and Parametric Methods (Springer Series in Statistics). – М.: , 2005. – 552 с.
    
43. Eric Zivot, Jiahui Wang. Modeling Financial Time Series with S-PLUSA®. – М.: , 2006. – 1002 с.
    
44. Kenneth J. Singleton. Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment. – М.: , 2006. – 536 с.
    
45. Helmut LA?tkepohl. New Introduction to Multiple Time Series Analysis. – М.: , 2006. – 764 с.
    
46. Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics). – М.: , 2006. – 239 с.
    
47. Estela Bee Dagum, Pierre A. Cholette. Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series (Lecture Notes in Statistics). – М.: , 2006. – 410 с.
    
48. Tze Leung Lai, Haipeng Xing. Statistical Models and Methods for Financial Markets (Springer Texts in Statistics). – М.: , 2008. – 354 с.
    
49. Bernhard Pfaff. Analysis of Integrated and Cointegrated Time Series with R (Use R). – М.: , 2008. – 188 с.
    
50. Andre Lucas, Philip Hans Franses, Dick Van Dijk. Outlier Robust Analysis of Economic Time Series (Advanced Texts in Econometrics). – М.: , 2008. – 270 с.
    
51. George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel. Time Series Analysis: Forecasting and Control (Wiley Series in Probability and Statistics). – М.: , 2008. – 746 с.
    
52. C. Richard Cassady, Joel A. Nachlas. Probability Models in Operations Research (Operations Research Series). – М.: , 2008. – 224 с.
    
53. Anthony Brabazon. Natural Computing in Computational Finance: Volume 2 (Studies in Computational Intelligence). – М.: , 2009. – 250 с.
    
54. Peter J. Brockwell, Richard A. Davis. Introduction to Time Series and Forecasting. – М.: , 2010. – 456 с.
    
55. Ralf Korn, Elke Korn, Gerald Kroisandt. Monte Carlo Methods and Models in Finance and Insurance (Chapman & Hall/CRC Financial Mathematics Series). – М.: , 2010. – 484 с.
    
56. Volatility and Time Series Econometrics: Essays in Honor of Robert Engle (Advanced Texts in Econometrics). – М.: , 2010. – 384 с.
    
57. Simon DABLEMONT. Forecasting of High Frequency Financial Time Series: Concepts, Methods, Algorithms. – М.: , 2010. – 384 с.
    
58. Esther A. Williams, John Mordechai Gottman. A User's Guide to the Gottman-Williams Time-Series Analysis Computer Programs for Social Scientists. – М.: , 0. – 0 с.
    
59. Applied Time Series Econometrics (Themes in Modern Econometrics). – М.: , 2004. – 350 с.
    
60. Pierre Henry-Labordere. Analysis, Geometry, and Modeling in Finance (Chapman & Hall/Crc Financial Mathematics Series). – М.: , 2008. – 400 с.
    
61. Statistical Modelling and Regression Structures: Festschrift in Honour of Ludwig Fahrmeir. – М.: , 2010. – 472 с.
    
62. Magued Iskander. Modelling with Transparent Soils: Visualizing Soil Structure Interaction and Multi Phase Flow, Non-Intrusively (Springer Series in Geomechanics and Geoengineering). – М.: , 2010. – 300 с.
    
63. Walter Enders. Applied Econometric Times Series. – М.: Wiley, 2010. – 544 с.
    
64. John Knight. Linear Factor Models in Finance. – М.: , 2010. – 304 с.
    
65. Renata Dmowska. Long-Range Persistence in Geophysical Time Series,40. – М.: , 2010. – 175 с.
    
66. KRISHNAIAH. HANDBOOK OF STATISTICS VOL.3 HS 3 TIME SERIES IN THE FREQUENCY DOMAIN. – М.: , 2010. – 0 с.
    
67. M.T. Silvia. Deconvolution of Geophysical Time Series in the Exploration for Oil and Natural Gas. – М.: , 2010. – 0 с.
    
68. KRISHNAIAH. HANDBOOK OF STATISTICS VOL.5 TIME SERIES IN THE TIME DOMAIN HS5. – М.: , 2010. – 0 с.
    
69. Stephen J. Taylor. Modelling Financial Time Series. – М.: , 1995. – 320 с.
    
70. Stephen J. Taylor. Modelling Financial Time Series. – М.: , 1995. – 320 с.
    
71. MR CULLEN. Cullen: Linear Models In ?biology? – Linear System S Ana With Biological Applications. – М.: , 1985. – 214 с.
    
72. Steven Taylor. Modelling Financial Time Series. – М.: , 1986. – 284 с.
    
73. MR CULLEN. Cullen Linear Models In ?biology? – Linear Systems Analysis With Biological Applications. – М.: , 1985. – 214 с.
    
74. R HARTLEY. Hartley Linear And ?non–linear? Programming – An I Ntroto Linear Methods In Math Programming. – М.: , 1985. – 222 с.
    
75. Michael P Clements. Forecasting Non–Stationary Economic Time Series. – М.: , 2001. – 392 с.
    
76. Michael Clements. Forecasting Non–Stationary Economic Time Series. – М.: , 1999. – 390 с.
    
77. R HARTLEY. Hartley Linear And ?non–linear? Programming – An I Ntroto Linear Methods In Math Programming. – М.: , 1985. – 222 с.
    
78. Eduardo Giraldo. Nonlinear time varying model identification in ill-posed problems. – М.: Scholars Press, 2014. – 164 с.
    
79. Monika Vyas. ANN based modeling for Common Effluent Treatment Plant. – М.: Scholars Press, 2013. – 276 с.
    
80. Enkhsaikhan Boldsaikhan,A. M. Logar and E. M. Corwin. Real-Time Quality Monitoring in Friction Stir Welding. – М.: LAP Lambert Academic Publishing, 2010. – 208 с.
    
81. Shyama M. Digital Linear and Non-linear Controllers for Buck Converters. – М.: LAP Lambert Academic Publishing, 2012. – 76 с.
    
82. Vinayak Asutkar,Balasaheb Patre and Tapan Kumar Basu. Linear Time-Varying System Identification. – М.: LAP Lambert Academic Publishing, 2011. – 160 с.
    
83. Rohit Deshpande. Chaotic Time series prediction: A Neural Network Approach. – М.: LAP Lambert Academic Publishing, 2012. – 56 с.
    
84. Waheeb Butt. Blind Compensation of Non Linear Channels. – М.: LAP Lambert Academic Publishing, 2011. – 68 с.
    
85. Mohan Jacob. Non-Linear Surface Impedance of YBCO Superconductors. – М.: LAP Lambert Academic Publishing, 2011. – 140 с.
    
86. Antti Sorjamaa. Methodologies for Time Series Prediction and Missing Value Imputation. – М.: LAP Lambert Academic Publishing, 2011. – 92 с.
    
87. Puspa Pulomaja Dash and P K Joshi. Tiger habitat modeling in fragmented landscape of Palamau. – М.: LAP Lambert Academic Publishing, 2010. – 340 с.
    
88. Yimin Zhou. Fault Identification in Non-linear Dynamic Systems. – М.: Scholars' Press, 2014. – 208 с.
    
89. Alina Barbulescu,Carmen Maftei and Elena Bautu. Modeling the hydro-meteorological time series. – М.: LAP Lambert Academic Publishing, 2011. – 136 с.
    
90. Kunle Adegoke. The one-dimensional spin-1/2 ANNNI model in two magnetic fields. – М.: LAP Lambert Academic Publishing, 2011. – 208 с.
    
91. Vallabh Thumar,H. M. Gajipara and P. J. Rathod. Price behaviour and acerage response of garlic in Saurashtra region. – М.: LAP Lambert Academic Publishing, 2012. – 92 с.
    
92. Olanrewaju Shittu. Analysis of Time Series Data in the Presence of Outliers. – М.: LAP Lambert Academic Publishing, 2011. – 132 с.
    
93. Paresh Chandra Deka and Twolde Mirhanu. Fuzzy Neural Network hybrid modelling for runoff estimation. – М.: LAP Lambert Academic Publishing, 2011. – 68 с.
    
94. Bilal Abuasal and Amal Kaddoumi. Non-Linear Absorption Kinetics of Drugs. – М.: LAP Lambert Academic Publishing, 2012. – 240 с.
    
95. S. Durga Prasad,Balasiddamuni Pagadala and Ramesh Mummineni. Statistical Inference In Time Series Regression Models. – М.: LAP Lambert Academic Publishing, 2013. – 212 с.
    
96. Jonesmus Wambua. A Statistical Approach In Modelling Maize Prices Volatility. – М.: LAP Lambert Academic Publishing, 2012. – 64 с.
    
97. Jesse Mwangi. Non-Linear Time Series Models. – М.: LAP Lambert Academic Publishing, 2012. – 120 с.
    
98. VENKATESAN .D and . ARUMUGAM.P. A BAYESIAN ANALYSIS OF CHANGING TIME SERIES MODELS. – М.: LAP Lambert Academic Publishing, 2011. – 136 с.
    
99. Bisher Iqelan. Periodically Correlated Time Series: Models and Examples. – М.: LAP Lambert Academic Publishing, 2011. – 204 с.
    
100. Parviz Nasiri and Hossein Mahmoud. Non Linear Models and its Application On Rail Transport Performance. – М.: LAP Lambert Academic Publishing, 2012. – 96 с.
     
101. Gerard Keogh. Univariate Time Series Modelling and Forecasting using TSMARS. – М.: LAP Lambert Academic Publishing, 2010. – 248 с.
     
102. Jorge Caiado. Classification and clustering of time series. – М.: LAP Lambert Academic Publishing, 2010. – 208 с.
     
103. Ravi Ramakrishnan. Robust multivariate and nonlinear time series models. – М.: LAP Lambert Academic Publishing, 2010. – 156 с.
     
104. VENKATESAN .D and VIJAYAKUMAR. M. BAYESIAN INFERENCE FOR STRUCTURAL CHANGES IN TIME SERIES MODELS. – М.: LAP Lambert Academic Publishing, 2011. – 120 с.
     
105. Miguel Jerez,Jose Casals and Sonia Sotoca. Signal Extraction for Linear State-Space Models. – М.: LAP Lambert Academic Publishing, 2011. – 112 с.
     
106. Isabel Silva. Analysis of discrete-valued time series. – М.: LAP Lambert Academic Publishing, 2012. – 288 с.
     
107. Olaoluwa S. Yaya and Olanrewaju I. Shittu. Basic Questions And Answers In Introductory Time Series Analysis. – М.: LAP Lambert Academic Publishing, 2013. – 112 с.
     
108. Sudha Thatiparthi,Balasiddamuni Pagadala and Sarojamma B. Some Aspects of Applied Forecasting Methods. – М.: LAP Lambert Academic Publishing, 2013. – 172 с.
     
109. Juli Majumder and Rumana Rois. An Application of Artificial Neural Network Model in GDP Forecasting. – М.: LAP Lambert Academic Publishing, 2013. – 100 с.
     
110. Kostas Triantafyllopoulos. Variance Estimation for Bayesian Dynamic Linear Models. – М.: LAP Lambert Academic Publishing, 2010. – 196 с.
     
111. Dario Bovina. Scaling properties of financial time series. – М.: LAP Lambert Academic Publishing, 2011. – 120 с.
     
112. Yared Assefa. Time Series and Spatial Analysis of Crop Yield. – М.: LAP Lambert Academic Publishing, 2013. – 84 с.
     
113. Fuhad Ahmed and Ahmed Kabir Chowdhury. Time Series Model Building On Climate Data In Sylhet. – М.: LAP Lambert Academic Publishing, 2014. – 216 с.
     
114. Sharad Shandilya. Machine Learning and Non-Linear Dynamics to the Rescue. – М.: Scholars' Press, 2013. – 88 с.
     
115. Riswan Efendi. The Appropriate Weight Fuzzy Time Series for the Stationary Data. – М.: LAP Lambert Academic Publishing, 2012. – 76 с.
     
116. Julien Guyon. Probabilistic Modeling in Finance and Biology. – М.: LAP Lambert Academic Publishing, 2010. – 172 с.
     
117. Zahir Abdul Haddi Hassan. Using Some Mathematical Models in Reliability Systems. – М.: LAP Lambert Academic Publishing, 2012. – 64 с.
     
118. Reza Habibi. Applications of Stochastic Models in Finance. – М.: LAP Lambert Academic Publishing, 2014. – 92 с.
     
119. Reza Habibi. Applications of Statistical Engineering Tools in Financial Time Series. – М.: LAP Lambert Academic Publishing, 2013. – 52 с.
     
120. Antonio Sawaya. Financial Time Series Analysis. – М.: LAP Lambert Academic Publishing, 2012. – 76 с.
     
121. Hassan Khazem. Forecasting Crude Oil Prices. – М.: LAP Lambert Academic Publishing, 2011. – 104 с.
     
122. Kimiz Dalkir. Intelligent Learner Modeling in Real-time. – М.: LAP Lambert Academic Publishing, 2014. – 136 с.
     
123. Ritu Vijay. Time Series Analysis using Neural Networks. – М.: LAP Lambert Academic Publishing, 2012. – 60 с.
     
124. S. Akhter Raza and S. M. Aqil Burney. Time Series Analysis of High Speed Wireless Networks. – М.: LAP Lambert Academic Publishing, 2011. – 156 с.
     
125. Ratnadip Adhikari and R. K. Agrawal. An Introductory Study on Time Series Modeling and Forecasting. – М.: LAP Lambert Academic Publishing, 2013. – 76 с.
     
126. Harya Widiputra. Multiple Time-Series Analysis and Modelling. – М.: LAP Lambert Academic Publishing, 2012. – 312 с.
     
127. God'stime Eigbiremolen. Investment Expenditure and Economic Growth in Nigeria. – М.: LAP Lambert Academic Publishing, 2013. – 88 с.
     
128. Simon DABLEMONT. Forecasting of High Frequency Financial Time Series. – М.: LAP Lambert Academic Publishing, 2010. – 384 с.
     
129. Kousik Guhathakurta,Basabi Bhattacharya and Asesh Roychowdhury. Examining Stock Markets : a non linear dynamics perspective. – М.: LAP Lambert Academic Publishing, 2012. – 272 с.
     
130. Jesper Boer. Modeling Volatility in Financial Time Series. – М.: LAP Lambert Academic Publishing, 2010. – 88 с.
     
131. Khalid Zaman and Mehboob Ahmad. Time Series Econometrics: A Practical Approach to EViews Screen-Shots. – М.: LAP Lambert Academic Publishing, 2010. – 160 с.
     
132. Mohamed Mukras. Fundamental Principles of Time Series Econometrics Volume I. – М.: LAP Lambert Academic Publishing, 2012. – 432 с.
     
133. IOANNIS NEOKOSMIDIS. VOLATILITY MODELLING AND TIME SERIES ANALYSIS. – М.: LAP Lambert Academic Publishing, 2010. – 88 с.
     
134. Zelalem Abahana,Matthew Diersen and Jing Li. Statistical Time Series Analysis on Basis and Volume Contracted. – М.: LAP Lambert Academic Publishing, 2012. – 84 с.
     
135. Suleman Nasiru and Albert Luguterah. Temporal Modelling Of Currency In Circulation In Ghana. – М.: LAP Lambert Academic Publishing, 2014. – 108 с.
     
136. Ahmed Shamiri. Comparing the Accuracy Forecasts from Competing GARCH models. – М.: LAP Lambert Academic Publishing, 2010. – 200 с.
     
137. Dominique Habimana. Time Series Econometrics Analysis. – М.: LAP Lambert Academic Publishing, 2010. – 60 с.
     
138. Olushina Olawale Awe. Econometric Time Series Analysis. – М.: LAP Lambert Academic Publishing, 2012. – 72 с.
     
139. Alessandra Canepa. Inference in Cointegrated VAR Models. – М.: LAP Lambert Academic Publishing, 2010. – 172 с.
     
140. Caner Ozdurak. Time Series Applications in Financial Economics. – М.: LAP Lambert Academic Publishing, 2012. – 52 с.
     

Лучшие результаты

Дополнительные результаты

1. Наука человековедения. интервью с Д. Уолтоном, профессором London Metropolitan University, экспертом CIPD. Chartered Institute of Personnel and Development, автором программы Master of Arts in Human Resource Strategies. И. Смирнова, "Кадровый менеджмент", № 5, июль-август 2007.
2. Анализ свойств и явлений Life- и Non-life-бизнеса. Д.В. Рудых, О.Г. Комарда, "Управление в страховой компании", № 2, апрель-июнь 2007.
3. Практика Европейского Суда по правам человека: принцип правовой определенности или quod licet jovi, non licet bovi?. Ю.Ю. Берестнев, М.В. Виноградов, "Российская юстиция", № 11, ноябрь 2006.
4. Автоматизация функционально-стоимостного управления с применением Hyperion Business Modeling. Д. Исаев, М. Перьков, "Финансовая газета. Региональный выпуск", № 41, 42, октябрь 2004.
5. Commercial Finance и современные технологии факторинга. М.В. Леднев, "Банковское кредитование", N 5, сентябрь-октябрь 2012 г.
6. Регулирование операций торгового финансирования: новые инициативы. интервью с Д. Шмандом, вице-председателем Банковской комиссии ICC по supply chain finance, главой подразделения Trade Finance and Cash Management Corporates EMEA в Global Transaction Banking. GTB division Deutsche Bank. Н. Макарова, "Международные банковские операции", N 2, апрель-июнь 2012 г.
7. Новации в международной торговле: Supply Chain Finance. В.Г. Брюков, "Международные банковские операции", N 2, апрель-июнь 2011 г.
8. Trade-in как способ обмена автомобиля. С.Н. Гордеева, "Торговля: бухгалтерский учет и налогообложение", N 2, февраль 2011 г.
9. Индустрия Commercial Finance: мировой опыт и перспективы развития в России. М.В. Леднев, "Банковское кредитование", N 6, ноябрь-декабрь 2010 г.
10. Значение принципа causa proxima non remota spectatur для страховой юриспруденции в России. А.Ш. Ахмедов, "Юридическая и правовая работа в страховании", N 4, IV квартал 2010 г.
11. Проблемы применения универсальной юрисдикции in absentia. Г.А. Королев, "Журнал российского права", № 10, октябрь 2009.
12. Тонкости trade-in. С.А.Королев, "НДС. Проблемы и решения", № 8, август 2009.
13. Supply Chain Finance: финансирование торгового цикла в одном "окне". Д.А. Николаевская, "Факторинг и торговое финансирование", № 2, II квартал 2009.
14. Факторинг как элемент индустрии Commercial Finance. Д.Е. Колобанов, "Факторинг и торговое финансирование", № 1, I квартал 2009.
15. In-store banking - новая модель банковского бизнеса. А. Пятков, "Банковское обозрение", № 11, ноябрь 2008.
16. О возмещении Non-pecuniary damage в налоговых отношениях. С.А. Ядрихинский, "Законы России: опыт, анализ, практика", № 6, июнь 2008.