Asymetrie během finančních krizí : asymetrické volatilita převyšuje důležitost asymetrické korelace
Alternative title: | Asymmetry of financial time series during the financial crisis : asymmetric volatility outperforms the asymmetric importance of correlation |
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Year of publication: |
2018
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Authors: | Frýd, Lukáš |
Published in: |
Politická ekonomie : teorie, modelování, aplikace. - Praha : Vysoká škola ekonomická v Praze, ISSN 2336-8225, ZDB-ID 2815470-8. - Vol. 66.2018, 3, p. 302-329
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Subject: | asymmetric volatility | asymmetric correlation | crisis | dynamic conditional correlation model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | Czech |
Notes: | Zusammenfassung in englischer Sprache |
Other identifiers: | 10.18267/j.polek.1190 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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