Baruník, Jozef - Křehlík, Tomáš - Vácha, Lukáš
Modeling and forecasting exchange rate volatility in time-frequency domain.
European Journal of Operational Research. Roč. 251, č. 1 (2016), s. 329-340. ISSN 0377-2217. E-ISSN 1872-6860
R&D Projects: GA ČR GA13-32263S
EU Projects: European Commission 612955 - FINMAP
Impact factor: 3.297, year: 2016 ; AIS: 1.095, rok: 2016
Result website:
http://library.utia.cas.cz/separaty/2016/E/barunik-0456184.pdf

DOI: https://doi.org/10.1016/j.ejor.2015.12.010
http://hdl.handle.net/11104/0260444