Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Asymetrický efekt"'
Autor:
Thoma, Richard
This thesis focuses on impact of jumps and simultaneous jumps (co-jumps) in asset prices on future volatility. Our main contribution to the empirical literature lies in the use of panel Heterogeneous Autoregressive (HAR) model that allows us to obtai
Externí odkaz:
http://www.nusl.cz/ntk/nusl-345237
Autor:
Thoma, Richard
This thesis focuses on impact of jumps and simultaneous jumps (co-jumps) in asset prices on future volatility. Our main contribution to the empirical literature lies in the use of panel Heterogeneous Autoregressive (HAR) model that allows us to obtai
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::8e587d1651e18f14c2daa9a79592add8
http://www.nusl.cz/ntk/nusl-345237
http://www.nusl.cz/ntk/nusl-345237