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0343070 - ÚTIA 2011 RIV CZ eng J - Journal Article
Krištoufek, Ladislav
Long-range dependence in returns and volatility of Central European Stock Indices.
Bulletin of the Czech Econometric Society. Roč. 17, č. 27 (2010), s. 50-67. ISSN 1212-074X
R&D Projects: GA ČR GD402/09/H045; GA ČR GA402/09/0965
Grant - others:GA UK(CZ) 5183/2010
Institutional research plan: CEZ:AV0Z10750506
Keywords : long-range dependence * bootstrapping * rescaled range analysis * rescaled variance analysis
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2010/E/kristoufek-long-range dependence in returns and volatility of central european stock indices bces.pdf
Permanent Link: http://hdl.handle.net/11104/0185633