ARIMA and GARCH models for stock returns.
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31140%2F01%3A00000061" target="_blank" >RIV/61384399:31140/01:00000061 - isvavai.cz</a>
Alternative codes found
RIV/61384399:31140/00:00012005
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
ARIMA and GARCH models for stock returns.
Original language description
Basic themes in document: stock returns; GARCH models. { ? ? č đ ň " ) - d
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA402%2F00%2F0459" target="_blank" >GA402/00/0459: The models of financial time series and their use in economics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2001
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Acta oeconomica No 6. Applications of Mathematics and Statistics in Economy.
ISBN
80-8055-454-X
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
175-183
Publisher name
Univerzita Mateja Bela, Ekonomická fakulta
Place of publication
Banská Bystrica
Event location
Poprad
Event date
Jan 1, 2000
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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