Preskočiť na obsah
VuFind
Prihlásiť
Jazyk
Slovenský
Anglický
Deutsch
Español
Français
Italiano
Português
Všetko
Názov
Autor
Predmet
Signatúra
ISBN/ISSN
Tag
Hľadať
Pokročilé
Univariate and bivariate volat...
Vytvoriť citáciu
Zaslať SMS
Poslať e-mailom
Vytlačiť
Exportovať záznam
Export to RefWorks
Export to EndNoteWeb
Export to EndNote
Pridať do obľúbených
Trvalý odkaz
Načíta sa…
Univariate and bivariate volatility in Central European stock markets
Uložené v:
Podrobná bibliografia
Hlavný autor:
Boţoc, Claudiu
Médium:
Kapitola
Jazyk:
English
Tagy:
Pridať tag
Žiadne tagy, Buďte prvý, kto otaguje tento záznam!
View in EUBA Opac
Exempláre
Popis
Komentáre
Podobné jednotky
UNIMARC/MARC
Podobné jednotky: Univariate and bivariate volatility in Central European stock markets
Channel Options
Zobraziť záznam
Zobraziť súvisiace pohľady
Quick Look
Bivariate threshold methods for extrems.
Quick Look
Volatility and dynamic conditional correlations of European emerging stock markets
Quick Look
Stock Market Volatility and Corporate Investment
Quick Look
Volatility Regimes in Stock Market Linkages
Quick Look
Modelling Stock Market Volatility and Attention
Quick Look
Univariate discrete distributions
Quick Look
Continuous univariate distributions
Quick Look
Continuous univariate distributions
Quick Look
Trading Volume and Volatility of Stock Returns: Evidence from Some European and Asian Stock Markets
Quick Look
Stock Markets Efficiency and Volatility Tests <A> Survey
Quick Look
Networks of volatility spillovers among stock markets
Quick Look
Networks of Volatility Spillovers Among Stock Markets
Quick Look
Networks of Volatility Spillovers among Stock Markets
Quick Look
Networks of volatility spillovers among stock markets
Quick Look
Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance
Quick Look
Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance
Quick Look
Volatility Regimes of Selected Central European Stock Returns: A Markov Switching Garch Approach
Quick Look
Volatility and Predictability in National Stock Markets How Do Emerging and Mature Markets Differ?
Quick Look
Central and Eastern European stock exchanges under stress: a range-based volatility spillover framework
Quick Look
Seasonality and the non-trading effect on Central European stock markets
Quick Look
Copula Approach to Market Volatility and Technology Stocks Dependence
Quick Look
Simulating bivariate stationary processes with scale-specific characteristics
Quick Look
<To> What extent are stock returns driven by mean and volatility spillover effects?-evidence from eight european stock markets
Quick Look
Attention and Volatility in Renewable Energy Stocks
Load more items
Zobraziť záznam
Predchádzajúci
Zobraziť súvisiace pohľady
Ďalší
Podobné jednotky
Bivariate threshold methods for extrems.
Autor: Joe, H.
Volatility and dynamic conditional correlations of European emerging stock markets
Autor: Baumöhl, Eduard, 1982-
Vydavateľské údaje: (2013)
Stock Market Volatility and Corporate Investment
Autor: Hu, Zuliu
Vydavateľské údaje: (1995)
Volatility Regimes in Stock Market Linkages
Autor: Lyócsa, Štefan, 1982-
Modelling Stock Market Volatility and Attention
Autor: Tabaček, Jakub, 1991-