Počet záznamů: 1
Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression
SYS 0456186 LBL 01893^^^^^2200313^^^450 005 20240103211849.2 014 $a 84958756722 $2 SCOPUS 014 $a 000374195900041 $2 WOS 017 $a 10.1016/j.econmod.2016.01.014 $2 DOI 100 $a 20160207d m y slo 03 ba 101 0-
$a eng $d eng 102 $a NL 200 1-
$a Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression 215 $a 33 s. $c P 463 -1
$1 001 cav_un_epca*0250391 $1 011 $a 0264-9993 $e 1873-6122 $1 200 1 $a Economic Modelling $v Roč. 54, č. 1 (2016), s. 503-514 $1 210 $c Elsevier 610 0-
$a wavelet band spectrum regression 610 0-
$a corridor implied volatility 610 0-
$a realized volatility 610 0-
$a fractional cointegration 700 -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 A $T Ústav teorie informace a automatizace AV ČR, v. v. i. 701 -1
$3 cav_un_auth*0331300 $4 070 $9 50 $a Hlínková $b M. $y CZ 856 $u http://library.utia.cas.cz/separaty/2016/E/barunik-0456186.pdf
Počet záznamů: 1