Czech Stock Market Volatility Before and During the Covid-19 Crisis
Analýza českého akciového trhu charakterizovaného výnosmi akcií pražského PX s využitím týždenných údajov od 1. januára 2017 do 21. januára 2021 s cieľom preskúmať dopad pandémie Covid-19. Použili sa dva rôzne prístupy, asymetrický model EGARCH a dvojstavový Markovov prepínací model. Oba prístupy po...
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| Language: | English |
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