//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"ces"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Selecting the order of an ARCH...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Czech Republic
2
Tschechien
2
Aktienindex
1
Börsenkurs
1
Comparison
1
Großbritannien
1
Heteroscedasticity
1
Heteroskedastizität
1
Hungary
1
Risikomaß
1
Risk measure
1
Share price
1
Stock index
1
Ungarn
1
United Kingdom
1
Vergleich
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
Czech
English
12,729
Undetermined
323
German
87
Spanish
23
French
19
Polish
7
Portuguese
5
Bulgarian
1
Hungarian
1
Italian
1
Romanian
1
Swedish
1
Turkish
1
Chinese
1
more ...
less ...
Author
All
Borovička, Adam
1
Štolc, Zdeněk
1
Published in...
All
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Srovnání volatility akciových indexu° PX a FTSE 100
Borovička, Adam
- In:
Acta oeconomica Pragensia : vědecký časopis Vysoke …
19
(
2011
)
2
,
pp. 66-88
Persistent link: https://www.econbiz.de/10009375532
Saved in:
2
Aplikace FIGARCH a EWMA modelu° na burzovní indexy PX a BUX
Štolc, Zdeněk
- In:
Acta oeconomica Pragensia : vědecký časopis Vysoke …
19
(
2011
)
4
,
pp. 25-38
Persistent link: https://www.econbiz.de/10009376296
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->