Slovak Economic Association Meeting 2015
Type: | international conference |
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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 |