. "2006-01-01+01:00"^^ . "476503" . "8"^^ . "ROBUST 2006" . "80-7015-073-4" . . . "1"^^ . . "91;98" . "RIV/00216208:11320/06:00002886" . "Functional principal components of estimated SPDs"@en . . "Funkcion\u00E1ln\u00ED hlavn\u00ED komponenty pro odhady RNH"@cs . "Praha" . . . "Praha" . "J\u010CMF" . "RIV/00216208:11320/06:00002886!RIV07-MSM-11320___" . . "1"^^ . "11320" . "Functional; principal; components; estimated; SPDs"@en . "Funkcion\u00E1ln\u00ED hlavn\u00ED komponenty pro odhady RNH"@cs . "Odhady rizikov\u011B neutr\u00E1ln\u00ED hustoty zalo\u017Een\u00E9 na pozorovan\u00FDch cen\u00E1ch opc\u00ED evropsk\u00E9ho typu lze roz\u0161\u00ED\u0159it i pro nepozorovan\u00E9 doby do splatnosti a upravit tak, aby na n\u011B bylo mo\u017En\u00E9 jednodu\u0161e pou\u017E\u00EDt metodu funkcion\u00E1ln\u00EDch hlavn\u00EDch komponent. \u010Casov\u00E9 \u0159ady koeficient\u016F t\u011Bchto funkcion\u00E1ln\u00EDch hlavn\u00EDch komponent umo\u017En\u00ED vizualizaci zm\u011Bn tvaru RNH v \u010Dase." . . . . "Funkcion\u00E1ln\u00ED hlavn\u00ED komponenty pro odhady RNH" . . "Odhady rizikov\u011B neutr\u00E1ln\u00ED hustoty zalo\u017Een\u00E9 na pozorovan\u00FDch cen\u00E1ch opc\u00ED evropsk\u00E9ho typu lze roz\u0161\u00ED\u0159it i pro nepozorovan\u00E9 doby do splatnosti a upravit tak, aby na n\u011B bylo mo\u017En\u00E9 jednodu\u0161e pou\u017E\u00EDt metodu funkcion\u00E1ln\u00EDch hlavn\u00EDch komponent. \u010Casov\u00E9 \u0159ady koeficient\u016F t\u011Bchto funkcion\u00E1ln\u00EDch hlavn\u00EDch komponent umo\u017En\u00ED vizualizaci zm\u011Bn tvaru RNH v \u010Dase."@cs . . . . . . "Hl\u00E1vka, Zden\u011Bk" . . "P(1K04018), Z(MSM0021620839)" . "Functional principal components of estimated SPDs"@en . "Funkcion\u00E1ln\u00ED hlavn\u00ED komponenty pro odhady RNH" . . "State price density estimates based on the observed European option prices can be obtained even for unobserved time to maturity. The resulting estimates are modified in order to be able to apply the method of functional principal components. The time series of the coefficients of the functional principal components allow to describe the changes in the shape of the SPDs in time."@en . "[28B734B5B9C5]" . .