Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Seďa, Petr"'
Publikováno v:
Amfiteatru Economic / Economic Amphitheater. XXIII(58):824-842
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=973389
Publikováno v:
Economics and Sociology. 13(4):173-186
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=976178
Publikováno v:
European Financial systems 2016. Proceedings of the 13th International Scientific Conference. :669-677
Externí odkaz:
https://www.ceeol.com/search/chapter-detail?id=839887
Publikováno v:
Technological and Economic Development of Economy. 23(4):649-666
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=542278
Autor:
Seďa, Petr
This paper deals with heterogeneous autoregressive models of realized volatility (HAR-RV models) on high-frequency data of stock indices in the USA. Its aim is to capture the behavior of three groups of market participants trading on a daily, weekly
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0769dcf836daa17c60b0c254ce2c5a11
