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Statistical Analysis of PX-50 Timt Series

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31140%2F05%3A00020064" target="_blank" >RIV/61384399:31140/05:00020064 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Statistical Analysis of PX-50 Timt Series

  • Original language description

    Basic themes of document: financial time series; stock returns; GARCH models

  • Czech name

    Statistická analýza časové řady PX-50

  • Czech description

    Hlavní témata dokumentu: finanční časové řady; výnosy akcií; GARCH modely

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA402%2F05%2F0128" target="_blank" >GA402/05/0128: Analysis of high-frequency data at financial markets</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2005

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Aplimat 2005. Part II

  • ISBN

    80-969264-2-X

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

    549-554

  • Publisher name

    Slovak university of technology

  • Place of publication

    Bratislava

  • Event location

    Bratislava

  • Event date

    Feb 1, 2005

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article