Počet záznamů: 1
Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility
SYS 0434200 LBL 02192^^^^^2200349^^^450 005 20240103204931.9 014 $a 84964589288 $2 SCOPUS 014 $a 000369231300006 $2 WOS 017 70
$a 10.1093/jjfinec/nbu029 $2 DOI 100 $a 20141106d m y slo 03 ba 101 0-
$a eng $d eng 102 $a GB 200 1-
$a Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility 215 $a 42 s. $c P 300 $a UT WOS nezjištěno 463 -1
$1 001 cav_un_epca*0344593 $1 011 $a 1479-8409 $e 1479-8417 $1 200 1 $a Journal of Financial Econometrics $v Roč. 14, č. 1 (2016), s. 185-226 $1 210 $c Oxford University Press 610 0-
$a conditional quantiles 610 0-
$a quantile regression 610 0-
$a realized measures 610 0-
$a value-at-risk 700 -1
$3 cav_un_auth*0308943 $a Žikeš $b F. $y GB 701 -1
$3 cav_un_auth*0242028 $i Ekonometrie $j Department of Econometrics $k E $l E $w Department of Econometrics $4 070 $9 50 $a Baruník $b Jozef $p UTIA-B $z K $T Ústav teorie informace a automatizace AV ČR, v. v. i. 856 $u http://library.utia.cas.cz/separaty/2014/E/barunik-0434200.pdf
Počet záznamů: 1