GAUK 1198214: Multivariate volatility modeling of medium and large size portfolios
| Principal investigator: | PhDr. František Čech Ph.D. |
|---|---|
| Collaborators: |
doc. PhDr. Jozef Baruník Ph.D. |
| Description: | |
| Participation: | |
| Work in grant: | |
| Web link: | |
| Finance: | GAUK grant number: 1198214 |
| End date: | 2016 |
| Publications: | |
| Conferences: | 10th International Conference on Computational and Financial Econometrics 8th International Conference on Computational and Financial Econometrics 9th International Conference on Computational and Financial Econometrics Financial Econometrics and Empirical Asset Pricing Conference Joint Annual Meeting of the Slovak Economic Association and the Austrian Economic Association |
