Number of the records: 1

Long-range dependence in returns and volatility of Central European Stock Indices

SYSNO	0343070
Title	Long-range dependence in returns and volatility of Central European Stock Indices
Author(s)	Krištoufek, Ladislav (UTIA-B) [E]_{RID, ORCID}
Source Title	Bulletin of the Czech Econometric Society. Roč. 17, č. 27 (2010), s. 50-67
Document Type	Článek v odborném periodiku
Grant	5183/2010, CZ - Czech Republic
	GD402/09/H045 GA ČR - Czech Science Foundation (CSF)
	GA402/09/0965 GA ČR - Czech Science Foundation (CSF)
CEZ	AV0Z10750506 - UTIA-B (2005-2011)
Language	eng
Country	CZ
Keywords	long-range dependence * bootstrapping * rescaled range analysis * rescaled variance analysis
URL	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

Number of the records: 1