Zobrazeno 1 - 2
of 2
pro vyhledávání: '"heterogénny autoregresný model"'
Autor:
Lipták, Štefan
This thesis uses Heterogeneous Autoregressive models of Realized Volatility on five-minute data of three of the most liquid financial assets - S&P 500 Futures index, Euro FX and Light Crude NYMEX. The main contribution lies in the length of the datas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::ade3b25ed51005021c5422e80bb6f7a9
http://www.nusl.cz/ntk/nusl-465223
http://www.nusl.cz/ntk/nusl-465223
Autor:
Lipták, Štefan
This thesis uses Heterogeneous Autoregressive models of Realized Volatility on five-minute data of three of the most liquid financial assets - S&P 500 Futures index, Euro FX and Light Crude NYMEX. The main contribution lies in the length of the datas
Externí odkaz:
http://www.nusl.cz/ntk/nusl-305691