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Modeling multivariate volatility using wavelet-based realized covariance estimator
Our work brings complete theory for the realized covariation estimation generalizing current knowledge and bringing the estimation to the time-frequency domain for the first time....
AH - Ekonomie
- 2011 •
- D
Rok uplatnění
D - Stať ve sborníku
On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model
and forecast a realized covariance matrix to capture this information. We find when realized covariance, subsampled realized covariance and multivariate realized and subsampled real- ize...
Economic Theory
- 2017 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Modeling multivariate volatility using wavelet-based realized covariance estimator
, but decomposes the realized covariation into arbitrarily chosen investment horizons. ResultsAbstract. Study of the covariation have become one of the most active during the recent decades. Our work brings complete theory ...
AH - Ekonomie
- 2011 •
- D
Rok uplatnění
D - Stať ve sborníku
Several experimental realizations of symmetric phase-covariant quantum cloners of single-photon qubits
We compare several optical implementations of phase-covariant cloning machines. The experiments are based on copying of the polarization state of a single photon in bulk optics by a special unbalanced beam splitter or by a balanced beam spli...
BH - Optika, masery a lasery
- 2007 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Accuracy of Coordinates Measured by Total Stations
Covariant matrix of 3D coordinates realized by the total station is derived. Their quality indicator is the mean space error. With help of intrinsic numbers the size of semi axis of mean square error ellipsoid from covariant
DE - Zemský magnetismus, geodesie, geografie
- 2009 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Experimental asymmetric phase-covariant quantum cloning of polarization qubits
We report on two optical realizations of asymmetric phase-covariant cloning machines for polarization states of single photons. The experimental setups combine two-photon interference and tunable polarization filtering, which enable...
BH - Optika, masery a lasery
- 2008 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Fiber-optics implementation of an asymmetric phase-covariant quantum cloner
We present the experimental realization of optimal symmetric and asymmetric phase-covariant 1 --> 2 cloning of qubit states using fiber optics. The state of each qubit is encoded into a single photon which can propagate through two ...
BH - Optika, masery a lasery
- 2007 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Experimental phase-covariant cloning of polarization states of single photons
The experimental realization of optimal symmetric phase-covariant 1 -> 2 cloning of qubit states is presented. The qubits are represented by polarization states of photons generated by spontaneous parametric down-conversion. The exp...
BH - Optika, masery a lasery
- 2006 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
The Principle of Covariance and the Hamiltonian Formulation of General Relativity
The implications of the general covariance principle for the establishment unconstrained. As a second step, the conditions of validity of the non-manifestly covariant reconciling the physical requirements of covariance and ...
Astronomy (including astrophysics,space science)
- 2021 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Can we Improve Understanding of the Financial Market Dependencies in the Crisis by their Decomposition?
. this work brings new theoretical framework for the realized covariation estimation gener jumps, co-jumps and true covariation from the high frequency data, thus brings......
AH - Ekonomie
- 2013 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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