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pro vyhledávání: '"Petr Vejmělka"'
Autor:
Petr Vejmělka, Tomáš Cipra
Publikováno v:
Statistika: Statistics and Economy Journal, Vol 101, Iss 3, Pp 296-311 (2021)
The paper deals with recursive estimation of financial time series with conditional volatility. It surveys the recursive methodology suggested in Hendrych and Cipra (2018) and adjusts it for various alternatives of GARCH models which are usual in fin
Externí odkaz:
https://doaj.org/article/cc649e28c1294e7aa2cea380ce34f4d9
