About: Modeling multivariate volatility using wavelet-based realized covariance estimator

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Our work brings complete theory for the realized covariation estimation generalizing current knowledge and bringing the estimation to the time-frequency domain for the first time. Our work brings complete theory for the realized covariation estimation generalizing current knowledge and bringing the estimation to the time-frequency domain for the first time. (en)
Title	Modeling multivariate volatility using wavelet-based realized covariance estimator Modeling multivariate volatility using wavelet-based realized covariance estimator (en)
skos:prefLabel	Modeling multivariate volatility using wavelet-based realized covariance estimator Modeling multivariate volatility using wavelet-based realized covariance estimator (en)
skos:notation	RIV/00216208:11230/11:10100614!RIV12-MSM-11230___
http://linked.open...avai/riv/aktivita	S Z
http://linked.open...avai/riv/aktivity	S, Z(MSM0021620841)
http://linked.open...vai/riv/dodaniDat	2012
http://linked.open...aciTvurceVysledku	Baruník, Jozef Vácha, Lukáš
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Karlova v Praze / Fakulta sociálních věd
http://linked.open...dnocenehoVysledku	212975
http://linked.open...ai/riv/idVysledku	RIV/00216208:11230/11:10100614
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	wavelets; jumps; covariation; multivariate realized volatility (en)
http://linked.open.../riv/klicoveSlovo	wavelets covariation jumps multivariate realized volatility
http://linked.open...ontrolniKodProRIV	[C88CE4823FD3]
http://linked.open...v/mistoKonaniAkce	Janská Dolina, SK
http://linked.open...i/riv/mistoVydani	Praha
http://linked.open...i/riv/nazevZdroje	Mathematical methods in economics 2011 : 29th International conference : proceedings : September 6-9 2011, Janská Dolina, Slovakia
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...UplatneniVysledku	2011
http://linked.open...iv/tvurceVysledku	Baruník, Jozef Vácha, Lukáš
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2011-09-06 (xsd:date)
http://linked.open...n/vavai/riv/zamer	Development of the Czech Society in the EU: challenges and risks
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Professional Publishing
https://schema.org/isbn	978-80-7431-059-1
http://localhost/t...ganizacniJednotka	11230

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