Modeling multivariate volatility using wavelet-based realized covariance estimator
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F11%3A10100614" target="_blank" >RIV/00216208:11230/11:10100614 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Modeling multivariate volatility using wavelet-based realized covariance estimator
Original language description
Our work brings complete theory for the realized covariation estimation generalizing current knowledge and bringing the estimation to the time-frequency domain for the first time.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Mathematical methods in economics 2011 : 29th International conference : proceedings : September 6-9 2011, Janská Dolina, Slovakia
ISBN
978-80-7431-059-1
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
29-34
Publisher name
Professional Publishing
Place of publication
Praha
Event location
Janská Dolina, SK
Event date
Sep 6, 2011
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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