International dependance and contagion across asset classes: the case of Poland
Prepojenie medzinárodných finančných trhov a akcií, dlhopisov a meny v Poľsku. Použitie modelov ARMA - GARCH.
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Weitere Verfasser: | , |
| Format: | Buchkapitel |
| Sprache: | Englisch |
| Schlagworte: | |
| Tags: |
Keine Tags, Fügen Sie das erste Tag hinzu!
|
Ähnliche Einträge: International dependance and contagion across asset classes: the case of Poland
- Dependence Structure of Volatility and Illiquidity on Vienna and Warsaw Stock Exchanges
- Determinants of Futures Price Volatility: a Study of Agricultural Market
- Estimation and performance assessment of Value-at-Risk and expected shortfall based on long-memory GARCH-class models
- FX Market Volatility Modelling: Can We Use Low-Frequency Data?
- <The> Efficiency of GARCH Models in Realizing Value at Risk Estimates
- Využitie lineárneho modelu GARCH v súvislosti s analýzou akciového trhu