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Nonparametric verification of GARCH-Class models ofr selected polish exchange rates and stock indices

  1. Title Nonparametric verification of GARCH-Class models ofr selected polish exchange rates and stock indices
    Author infoPiotr Fiszeder, Witold Orzeszko
    Author Fiszeder Piotr
    Co-authors Orzeszko Witold
    Source document Finance a úvěr : Czech journal of economics and finance. Roč. 62, č. 5 (2012), s. 430-449. - Praha : UK Praha, Fakulta sociálních věd, 2012. ISSN 0015-1920
    Document kindschedule of articles from periodics
    LanguageEnglish
    Country of EditionCzech Republic
    systematics 519.86 - Teória ekonomicko-matematických modelov
    Keywords modelovanie ekonometrické * modely nelineárne * rady časové * kurz výmenný * indexy akciové * Poľsko
    DatabaseARTICLES
    ReferencesPERIODIKÁ-Súborný záznam periodika
    Numbers2012: 1-6

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