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Estimating stochastic volatility and jumps using high-frequency data and bayesian methods
Author Fičura, Milan (Author) Title Estimating stochastic volatility and jumps using high-frequency data and bayesian methods / Milan Fičura, Jiří Witzany Other author Witzany, Jiří, 1966- (Author) Phys.des. 18 ilustrací Note 9 grafů, 9 tabulek Obsahuje poznámky v textu a bibliografii Source document Finance a úvěr. -- Roč. 66, č. 4 (2016), s. 278-301 Subj. Headings ekonometrické modely - stochastická volatilita * Bayesova teorie * devizové kurzy - EUR - USD Conspect 336.7 - Finance UDC 519.862 * 336.748 Country Czech Republic Language English Owner Kladno SVK Doc. Kind Regional documents - articles References - Source document
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