Počet záznamů: 1
Modeling multivariate volatility using wavelet-based realized covariance estimator
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$a eng $d eng 102 $a CZ 200 1-
$a Modeling multivariate volatility using wavelet-based realized covariance estimator 215 $a 6 s. $c P 300 $a MSMT 0021620841 ; DOI nezjištěno 463 -1
$1 001 cav_un_epca*0364870 $1 010 $a 978-80-7431-058-4 $1 200 1 $a Mathematical Methods in Economics 2011 $v S. 29-34 $1 210 $a Prague $c Proffesional publishing $d 2011 610 0-
$a multivariate realized volatility 610 0-
$a covariation 610 0-
$a jumps 610 0-
$a wavelets 700 -1
$3 cav_un_auth*0242028 $a Baruník $b Jozef $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. 701 -1
$3 cav_un_auth*0101217 $a Vácha $b Lukáš $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.
Počet záznamů: 1