Zobrazeno 1 - 2
of 2
pro vyhledávání: '"realizirana varijanca"'
Autor:
Stürmer, Marcela
Iako je osnovna pretpostavka modela vrednovanja financijske imovine kontinuiranost cijena, koje slijede određeni stohastički proces s kontinuiranim prostorom stanja i kontinuiranim vremenom, u praksi su cijene na financijskim tržištima opažene u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=57a035e5b1ae::ac4920bf6facd72834358e4bc0f40515
https://www.bib.irb.hr/1192358
https://www.bib.irb.hr/1192358
Autor:
Matković, Mario
This Thesis investigates intraday price observations for six European emerging stock markets and explores the effectiveness of range-based volatility estimators with an empirical analysis. The theory of Realized Volatility utilizes intraday data to e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______4112::8711a2b13f19d14b320228f0e01e8ff4
https://repozitorij.svkst.unist.hr/islandora/object/efst:3277/datastream/PDF
https://repozitorij.svkst.unist.hr/islandora/object/efst:3277/datastream/PDF