"T\u0159i autoregresn\u00ED modely m\u011Bnov\u00FDch kurz\u016F CZK/USD, CZK/EUR"@cs . . "In present study we focused on GARCH, TARCH and EGARCH models for analysis of daily exchange rates CZK/USD, CZK/EUR. There were used daily data of financial part of Yahoo http://finance.yahoo.com from 2001 to 2005. The values of three well known criteria for validation of model (Akaike information criterion, Schwarz criterion and Log likelihood) were used. The lowest values were for the TARCH and EGARCH model, so we consider them to be the best. Using this models volatility of logarithmic return was studied and different behavior of CZK/USD and CZK/EUR was detected."@en . "Three autoregressive models of exchange rates CZK/USD, CZK/EUR"@en . . . "In present study we focused on GARCH, TARCH and EGARCH models for analysis of daily exchange rates CZK/USD, CZK/EUR. There were used daily data of financial part of Yahoo http://finance.yahoo.com from 2001 to 2005. The values of three well known criteria for validation of model (Akaike information criterion, Schwarz criterion and Log likelihood) were used. The lowest values were for the TARCH and EGARCH model, so we consider them to be the best. Using this models volatility of logarithmic return was studied and different behavior of CZK/USD and CZK/EUR was detected." . "399993" . . . "Three autoregressive models of exchange rates CZK/USD, CZK/EUR"@en . "2009-07-29+02:00"^^ . "1"^^ . "University of Zagreb" . "23510" . "1"^^ . "978-953-7210-08-3" . . "Potm\u011B\u0161il, Jaroslav" . "RIV/49777513:23510/08:00500911!RIV09-MSM-23510___" . . . . . "[A334862C5247]" . "Baden-Baden, Germany" . . "T\u0159i autoregresn\u00ED modely m\u011Bnov\u00FDch kurz\u016F CZK/USD, CZK/EUR"@cs . "Prezentovan\u00E1 studie se soust\u0159e\u010Fuje na modely typu GARCH, TARCH a EGARCH p\u0159i anal\u00FDze denn\u00EDch m\u011Bnov\u00FDch kurz\u016F CZK/USD a CZK/EUR. Jsou pou\u017Eita denn\u00ED data z finan\u010Dn\u00ED \u010D\u00E1sti port\u00E1lu Yahoo http://finance.yahoo.com od roku 2001 do roku 2005. Pro ov\u011B\u0159en\u00ED vhodnosti modelu jsme pou\u017Eili t\u0159i nejzn\u00E1m\u011Bj\u0161\u00ED kriteria - Akaikeho informa\u010Dn\u00ED kriterium, Schwarzovo kriterium a maxim\u00E1ln\u00ED v\u011Brohodnost (Log likelihood). Nejni\u017E\u0161\u00ED hodnoty jsme dos\u00E1hli pro TARCH a EGARCH model, proto je pova\u017Eujeme za nejlep\u0161\u00ED ze zkouman\u00FDch model\u016F. Tyto modely byly d\u00E1le pou\u017Eity pro studium volatility CZK/USD a CZK/EUR (logaritmovan\u00E9 v\u00FDnosy). Z tohoto hlediska bylo zji\u0161t\u011Bno rozd\u00EDln\u00E9 chov\u00E1n\u00ED obou kurz\u016F."@cs . "Three autoregressive models of exchange rates CZK/USD, CZK/EUR" . . . . . "Conference Proceedings of the Special Focus Symposium on 6th CIESK" . "Three autoregressive models of exchange rates CZK/USD, CZK/EUR" . "P(GA402/05/2394), P(GA402/07/0465), P(LC06075)" . "RIV/49777513:23510/08:00500911" . . . "Zagreb" . . . . . "4"^^ . "Exchange rates; daily data; autoregressive model; volatility; CZK/USD; CZK/EUR"@en .