Počet záznamů: 1
Modeling and forecasting exchange rate volatility in time-frequency domain
SYS 0456184 LBL 02574^^^^^2200325^^^450 005 20240103211849.0 014 $a 84955063029 $2 SCOPUS 014 $a 000369473300030 $2 WOS 017 $a 10.1016/j.ejor.2015.12.010 $2 DOI 100 $a 20160207d m y slo 03 ba 101 0-
$a eng $d eng 102 $a NL 200 1-
$a Modeling and forecasting exchange rate volatility in time-frequency domain 215 $a 12 s. $c P 463 -1
$1 001 cav_un_epca*0252893 $1 011 $a 0377-2217 $e 1872-6860 $1 200 1 $a European Journal of Operational Research $v Roč. 251, č. 1 (2016), s. 329-340 $1 210 $c Elsevier 610 0-
$a Realized GARCH 610 0-
$a Wavelet decomposition 610 0-
$a Jumps 610 0-
$a Multi-period-ahead volatility forecasting 700 -1
$3 cav_un_auth*0242028 $i Ekonometrie $j Department of Econometrics $k E $l E $w Department of Econometrics $4 070 $9 33 $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*0327877 $i Ekonometrie $j Department of Econometrics $k E $l E $w Department of Econometrics $4 070 $9 33 $a Křehlík $b Tomáš $p UTIA-B $T Ústav teorie informace a automatizace AV ČR, v. v. i. 701 -1
$3 cav_un_auth*0101217 $i Ekonometrie $j Department of Econometrics $k E $l E $w Department of Econometrics $4 070 $9 34 $a Vácha $b Lukáš $p UTIA-B $T Ústav teorie informace a automatizace AV ČR, v. v. i. 856 $u http://library.utia.cas.cz/separaty/2016/E/barunik-0456184.pdf
Počet záznamů: 1