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Estimation
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31
Estimating stochastic volatility and jumps using high-frequency data and Bayesian methods
Fičura, Milan
;
Witzany, Jiří
- In:
Finance a úvěr
66
(
2016
)
4
,
pp. 278-301
Persistent link: https://www.econbiz.de/10011532802
Saved in:
32
Stock market co-movement at the disaggregated level : individual stock integration
Emin, Dogus
- In:
Finance a úvěr
66
(
2016
)
2
,
pp. 96-112
Persistent link: https://www.econbiz.de/10011618706
Saved in:
33
Propagation of shocks to food and energy prices : a cross-country analysis
Pedersen, Michael
- In:
Finance a úvěr
65
(
2015
)
4
,
pp. 272-289
Persistent link: https://www.econbiz.de/10011305722
Saved in:
34
Central and Eastern European stock exchanges under stress : a range-based volatility spillover framework
Demiralay, Sercan
;
Bayraci, Selçuk
- In:
Finance a úvěr
65
(
2015
)
5
,
pp. 411-430
Persistent link: https://www.econbiz.de/10011347940
Saved in:
35
A cross-country analysis of monetary policy effects on prices
Ćorić, Bruno
;
Malešević Perović, Lena
;
Šimić, …
- In:
Finance a úvěr
65
(
2015
)
5
,
pp. 377-390
Persistent link: https://www.econbiz.de/10011347945
Saved in:
36
Estimation and performance assessment of value-at-risk and expected shortfall based on long-memory GARCH-class models
Aloui, Chaker
;
Ben Hamida, Hela
- In:
Finance a úvěr
65
(
2015
)
1
,
pp. 30-54
Persistent link: https://www.econbiz.de/10010474200
Saved in:
37
Interactions of unconventional monetary policy measures with the euro area yield curve
Gertler, Ľubomíra
- In:
Finance a úvěr
65
(
2015
)
2
,
pp. 106-126
Persistent link: https://www.econbiz.de/10010501900
Saved in:
38
Systematic risk changes, negative realized excess returns and time-varying CAPM beta
Novák, Jiri
- In:
Finance a úvěr
65
(
2015
)
2
,
pp. 167-190
Persistent link: https://www.econbiz.de/10010504700
Saved in:
39
Are value, size and momentum premiums in CEE emerging markets only illusionary?
Zaremba, Adam
;
Konieczka, Przemysław
- In:
Finance a úvěr
65
(
2015
)
1
,
pp. 84-104
Persistent link: https://www.econbiz.de/10010481111
Saved in:
40
Does stock liquidity explain the premium for stock price momentum?
Novák, Jiri
- In:
Finance a úvěr
64
(
2014
)
1
,
pp. 79-95
Persistent link: https://www.econbiz.de/10010245254
Saved in:
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