Počet záznamů: 1
Long-range dependence in returns and volatility of Central European Stock Indices
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$a eng $d eng 102 $a CZ 200 1-
$a Long-range dependence in returns and volatility of Central European Stock Indices 215 $a 18 s. 463 -1
$1 001 cav_un_epca*0293025 $1 011 $a 1212-074X $1 200 1 $a Bulletin of the Czech Econometric Society $v Roč. 17, č. 27 (2010), s. 50-67 610 0-
$a long-range dependence 610 0-
$a bootstrapping 610 0-
$a rescaled range analysis 610 0-
$a rescaled variance analysis 700 -1
$3 cav_un_auth*0256902 $a Krištoufek $b Ladislav $i Ekonometrie $j Department of Econometrics $k E $l E $p UTIA-B $w Department of Econometrics $4 070 $T Ústav teorie informace a automatizace AV ČR, v. v. i. 856 $u http://library.utia.cas.cz/separaty/2010/E/kristoufek-long-range dependence in returns and volatility of central european stock indices bces.pdf
Počet záznamů: 1