velikost textu
Výsledky projektu Odhadování a předpovídání range-based měr volatility
Výsledky
  Typ výsledku
Autor celku
Název celku(Celkem 4 zázn.)
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| Křehlík, Tomáš. Combining high frequency data with non-linear models for forecasting energy market volatility. Expert Systems with Applications, 2016, sv. 55, s. 222–242. ISSN 0957-4174. IF 2.24. [Článek v časopise] |
| Kraicová, Lucie, A paper called "Estimation of Long Memory in Volatility Using Wavelets" has been finished and is currently in the submission/revision process. We hope for its’ acceptance for publication during the year 2016. [Jiný výsledek] |
| Benčík, Daniel, A paper on range-based volatility forecasting has been written. Current methods for range-based volatility forecasting have turned out to be difficult to improve due to large inefficiency of range-based volatility estimators in general. [Jiný výsledek] |
| Křehlík, Tomáš, Paper titled "Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatility" sumbitted to European Journal of Operational Research. [Jiný výsledek] |