Slovak Economic Association Meeting 2015
| Type: | international conference |
|---|---|
| Year: | 2015 |
| Participant: | PhDr. František Čech Ph.D. |
| Place: | Košice, Slovakia |
| Paper: | On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model |
| Grants: | GAUK 1198214: Multivariate volatility modeling of medium and large size portfolios |
