Modelovanie volatility a predikčné modely vysokofrekvenčných finančných dát : štatistický a neurónový pristup
Alternative title: | Volatility modelling and the forecasting models of high frequency financial data: statistical and neural approach |
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Year of publication: |
2014
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Authors: | Marček, Dušan |
Published in: |
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie. - Bratislava : Slovak Akad. Press, ISSN 0013-3035, ZDB-ID 715023-4. - Vol. 62.2014, 2, p. 133-149
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Subject: | time series models | high frequency data | GARCH models | asymmetric volatility | leverage effect | RBF ANN |
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