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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/predkladatel
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • S, Z(MSM0021620841)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 212975
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11230/11:10100614
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • wavelets; jumps; covariation; multivariate realized volatility (en)
http://linked.open.../riv/klicoveSlovo
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
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Baruník, Jozef
  • Vácha, Lukáš
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
http://purl.org/ne...btex#hasPublisher
  • Professional Publishing
https://schema.org/isbn
  • 978-80-7431-059-1
http://localhost/t...ganizacniJednotka
  • 11230
is http://linked.open...avai/riv/vysledek of
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