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”
EN
ČeštinaEnglish

Filters

395 (0,129s) •

Result

Analysis of Civil and Military inflation by Cointegration

The article deals with the question of modeling of multidimensional non-stationary cointegrated time series. Cointegration is a modern method especially used for description of macro-economic time series. Cointegration anal...

BB - Aplikovaná statistika, operační výzkum

  • 2007
    • •
  • Jx
Result

Money and Inflation: Lost Cointegration

Basic themes of document: inflation; quantity theory of money; cointegration...

Finance

  • 2019
    • •
  • Jimp
    • •
  • Link
Result

Cointegrated Processes and Change Point Identification

The article is focused on the question of cointegrated processes modelling. It deals with identification of a structural shift in these processes. Two methods of change point identification are described, the comparison of these methods were...

BB - Aplikovaná statistika, operační výzkum

  • 2007
    • •
  • D
Result

Cointegrated Lee-Carter Mortality Forecasting Method

Main topics of the document: mortality; Lee-Carter Method; Cointegration...

BB - Aplikovaná statistika, operační výzkum

  • 2010
    • •
  • D
Result

Copula-Based Trading of Cointegrated Cryptocurrency Pairs

Main topics of the document: statistical arbitrage; cointegration; copula; pair trading...

Finance

  • 2023
    • •
  • O
    • •
  • Link
Result

Testing of cointegration forward electricity and commodity prices

Basic themes of document: electricity prices; VAR modeling; cointegration; forward prices...

BB - Aplikovaná statistika, operační výzkum

  • 2009
    • •
  • D
Result

Modelling of Economic Time Series and the Method of Cointegration

The article is focused on the problem of modelling multidimensional non-stationary cointegrated processes. It is a modern method especially used for the description of multidimensional economic time series. Methods connected with estimates o...

BB - Aplikovaná statistika, operační výzkum

  • 2006
    • •
  • Jx
Result

Mortality forecasting on the base of Cointegrated Lee-Carter Method

Main topics of the document: mortality; Lee-Carter Method; cointegration; time series...

BB - Aplikovaná statistika, operační výzkum

  • 2011
    • •
  • D
Result

Estimation of some optimal cointegrated trading strategies

Main topics of the document: cointegrated trading; optimal trading strategies; stationary random process...

Statistics and probability

  • 2022
    • •
  • O
    • •
  • Link
Result

Inflation Modeling and Cointegration

The article deals with the question of modeling multidimensional nonstationary cointegrated processes. It is a modern method especially used for description of economic time series. Multidimensional non-stationary process is called coint...

BB - Aplikovaná statistika, operační výzkum

  • 2012
    • •
  • Jx
    • •
  • Link
  • 1 - 10 out of 395