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Nonparametric verification of GARCH-class models for selected Polish exchange rates and stock indices

  1. Author Fiszeder, Piotr (Author)
    TitleNonparametric verification of GARCH-class models for selected Polish exchange rates and stock indices / Piotr Fiszeder, Witold Orzeszko
    Other author Orzeszko, Witold (Author)
    Phys.des.1 příloha
    NoteObsahuje poznámky v textu a reference
    Source document Finance a úvěr. -- Roč. 62, č. 5 (2012), s. 430-449
    Subj. Headings devizové kurzy - směnné kurzy * burzovní indexy - akcie * neparametrické metody - testy - BDS * ekonometrické modely - iid property - GARCH
    Polsko
    Conspect336.7 - Finance
    UDC336.748 * 336.763.2:311.141 * 519.234 * 519.862 * (438)
    CountryCzech Republic
    LanguageEnglish
    OwnerKladno SVK
    Doc. KindRegional documents - articles
    References - Source document
Number of the records: 1  

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