Time-varying risk premium in the czech capital market: did the market experience a structural shock in 2008-2009?
Teoretický základ modelov použitých na odhad časovo sa meniacej rizikovej prémie na českom kapitálovom trhu. Skúmanie, ako sa v čase mení riziková prémia na pražskej burze cenných papierov. Modely CAPM a GARCH.
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| Natura: | Capitolo di libro |
| Lingua: | inglese |
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