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pro vyhledávání: '"Radek Henych"'
Autor:
Tomáš Cipra, Radek Henych
Publikováno v:
Statistika: Statistics and Economy Journal, Vol 99, Iss 3, Pp 259-271 (2019)
The paper deals with dynamic modeling of currency portfolios. In contrast to univariate models of exchange rates and their returns one applies multivariate time series models of the type GARCH that are capable of capturing not only conditional hetero
Externí odkaz:
https://doaj.org/article/e90c0db4ba5d4f4abd4065931aaf03cc
