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0106216 - UTIA-B 20040026 RIV CZ eng J - Journal Article
Vošvrda, Miloslav - Žikeš, Filip
An application of the GARCH-t model on Central European stock returns.
[Aplikace GARCH-t modelu na burzách Střední Evropy.]
Prague Economic Papers. Roč. 12, č. 1 (2004), s. 26-39. ISSN 1210-0455. E-ISSN 2336-730X
R&D Projects: GA ČR GA402/01/0034; GA ČR GA402/04/1294
Grant - others:GA UK(CZ) 287/2003/A-EK/FSV
Institutional research plan: CEZ:AV0Z1075907
Keywords : conditional heteroskedasticity * GARCH * leptokurtosis
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0013398