All

What are you looking for?

All
Projects
Results
Organizations

Quick search

  • Projects supported by TA ČR
  • Excellent projects
  • Projects with the highest public support
  • Current projects

Smart search

  • That is how I find a specific +word
  • That is how I leave the -word out of the results
  • “That is how I can find the whole phrase”

Statistical analysis of selected European stock indices

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31140%2F06%3A00023529" target="_blank" >RIV/61384399:31140/06:00023529 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Statistical analysis of selected European stock indices

  • Original language description

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

  • Czech name

    Statistická analýza vybraných evropských akciových indexů

  • Czech description

    Hlavní témata dokumentu: Akciové výnosy; Finanční časové řady; 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

    2006

  • Confidentiality

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

Data specific for result type

  • Article name in the collection

    Proceedings of the 21st International Workshop on Statistical Modelling

  • ISBN

    1-86220-180-3

  • ISSN

  • e-ISSN

  • Number of pages

    4

  • Pages from-to

    482-485

  • Publisher name

    National University of Ireland

  • Place of publication

    Ireland

  • Event location

    Galway, Ireland

  • Event date

    Jul 3, 2006

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article