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On deficiencies and possible improvements of the Basel II unexpected loss single-factor model
Witzany, Jiří
- In:
Finance a úvěr
60
(
2010
)
3
,
pp. 252-268
Persistent link: https://www.econbiz.de/10008699986
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On deficiencies and possible improvements of the Basel II unexpected loss single-factor model
Witzany, Jiří
- In:
Finance a úvěr
60
(
2010
)
3
,
pp. 252-268
Persistent link: https://www.econbiz.de/10009920090
Saved in:
3
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
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4
Sequential gibbs particle filter algorithm with applications to stochastic volatility and jumps estimation
Witzany, Jiří
;
Fičura, Milan
- In:
Finance a úvěr
69
(
2019
)
5
,
pp. 463-488
Persistent link: https://www.econbiz.de/10012170648
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