Showing 1 - 10 of 49
Persistent link: https://www.econbiz.de/10000957074
Persistent link: https://www.econbiz.de/10003298592
Persistent link: https://www.econbiz.de/10001803005
Persistent link: https://www.econbiz.de/10009231072
Persistent link: https://www.econbiz.de/10001252424
Persistent link: https://www.econbiz.de/10001233302
Persistent link: https://www.econbiz.de/10008825670
Persistent link: https://www.econbiz.de/10001679352
In the study submitted, selected methods of financial time-series analysis are applied to daily returns of the most liquid stocks at Czech capital market. In most cases, symmetric GARCH(1,1) models are quite satisfactory. Further, ARFIMA models enabling to catch "long memory" of underlying...
Persistent link: https://www.econbiz.de/10005036485
Persistent link: https://www.econbiz.de/10011582380