Fractionally Integrated Garch Approach to Estimating Financial Time Series

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31140%2F14%3A00044020" target="_blank" >RIV/61384399:31140/14:00044020 - isvavai.cz</a>

Result on the web

<a href="http://www.scopus.com/inward/record.url?eid=2-s2.0-84902665651&partnerID=40&md5=4a06917a2f7797726d7c3d2adfce6d0d" target="_blank" >http://www.scopus.com/inward/record.url?eid=2-s2.0-84902665651&partnerID=40&md5=4a06917a2f7797726d7c3d2adfce6d0d</a>

DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Fractionally Integrated Garch Approach to Estimating Financial Time Series

Original language description

Main topics of the document: fractionally integrated volatility models; financial time series; long memory

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

<a href="/en/project/GBP402%2F12%2FG097" target="_blank" >GBP402/12/G097: DYME-Dynamic Models in Economics</a><br>

Continuities

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

Publication year

2014

Confidentiality

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

Article name in the collection

Aplimat 2014

ISBN

978-80-227-4140-8

ISSN

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e-ISSN

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Number of pages

8

Pages from-to

419-426

Publisher name

Slovak University of Technology in Bratislava

Place of publication

Bratislava

Event location

Bratislava

Event date

Feb 4, 2014

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

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