Search results

  1. 1.
    0396003 - ÚTIA 2014 RIV CZ eng J - Journal Article
    Baruník, Jozef
    Can we Improve Understanding of the Financial Market Dependencies in the Crisis by their Decomposition?
    ACTA VŠFS. Roč. 7, č. 1 (2013), s. 6-30. ISSN 1802-792X
    Institutional support: RVO:67985556
    Keywords : multivariate realized volatility * covariation * wavelets
    Subject RIV: AH - Economics
    http://library.utia.cas.cz/separaty/2013/E/barunik-0396003.pdf
    Permanent Link: http://hdl.handle.net/11104/0224121
     
     
  2. 2.
    0368270 - ÚTIA 2013 RIV CZ eng C - Conference Paper (international conference)
    Baruník, Jozef - Vácha, Lukáš
    Modeling multivariate volatility using wavelet-based realized covariance estimator.
    Mathematical Methods in Economics 2011. Prague: Proffesional publishing, 2011, s. 29-34. ISBN 978-80-7431-058-4.
    [Mathematical Methods in Economics 2011. Janská Dolina (SK), 06.09.2011-09.09.2011]
    R&D Projects: GA ČR GAP402/10/1610; GA ČR GA402/09/0965; GA ČR GD402/09/H045
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : multivariate realized volatility * covariation * jumps * wavelets
    Subject RIV: AH - Economics
    Permanent Link: http://hdl.handle.net/11104/0202661
     
     


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