LYÓCSA, Štefan - MOLNÁR, Peter. The Effect of Non-Trading Days on Volatility Forecasts in Equity Markets. - Registrovaný: Scopus. In Finance Research Letters. - New York : Elsevier. ISSN 1544-6123, 2017, vol. 23, pp. 39-49 online. APVV-14-0357, VEGA 1/0406/17, VEGA 1/0257/18
Ohlasy:
[1] PING, Yuan - LI, Rui. Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market. In Finance Research Letters. 2018-06-01, 25, pp. 222-229. ISSN 1544-6123., Registrované v: SCOPUS