Mgr. Lucie Kraicová - Publications

Articles in journals with impact factor

2017 Estimation of Long Memory in Volatility Using Wavelets, Studies in Nonlinear Dynamics & Econometrics,21(3), preprint: PDF

IES Working Papers

2017 Common Cycles in Volatility and Cross Section of Stock Returns, IES Working Papers 19/2017

2014 Estimation of Long Memory in Volatility Using Wavelets, IES Working Papers 33/2014

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