On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries
Analýza stálosti volatility vo výnosoch akciových indexov v troch krajinách strednej a východnej Európy. Odhad stálosti volatility. Identifikácia bodov zlomu volatility. Model GARCH.
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| Format: | Book Chapter |
| Language: | English |
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