Some applications of time series models to financial data
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F10%3A10035408" target="_blank" >RIV/00216208:11320/10:10035408 - 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
Some applications of time series models to financial data
Original language description
The text presents a proposal of a parameter estimation method in multivariate time series. The AR(1) model is investigated. An application to financial data is introduced including a comparison with some outputs of software implementations of standard estimation procedures.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Acta Universitatis Carolinae - Mathematica et Physica
ISSN
0001-7140
e-ISSN
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Volume of the periodical
51
Issue of the periodical within the volume
2
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
9
Pages from-to
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UT code for WoS article
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EID of the result in the Scopus database
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