1. Comparison of Two Different Approaches to Capture Volatility Development of Gold Returns
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200 | 1- | $a Comparison of Two Different Approaches to Capture Volatility Development of Gold Returns $f Stanislav Kováč |
301 | $a VEGA 1/0248/17 | |
330 | $a Analýza vývoja výnosov zlata prostredníctvom dvoch prístupov pri štandardnej odchýlke. Ako prvý prístup bol zvolený model GARCH a ako druhý prístup Nadarayov-Watsonov odhad neparametrickej regresie. Výsledky preukázali, že kým model GARCH nedostatočne zachytil volatilitu, neparametrický odhad zachytil volatilitu veľmi dôveryhodne. | |
463 | -1 | $1 010 $a 978-80-248-4306-3 $b online $a 978-80-248-4305-6 $b USB $1 011 $a 2570-5776 $1 200 1 $a Strategic Management and Its Support by Information Systems 2019 [SMSIS] $e Proceedings of the 13th International Conference : May 21st-22nd, 2019, Ostrava, Czech Republic $f Editors: Radek Němec, Lucie Chytilová $v Pp. 153-161 USB $1 210 $a Ostrava $c VŠB - Technical University of Ostrava, Faculty of Economics, Department of System Engineering $d 2019 $1 215 $a [425 p.] [USB] $1 710 12 $a Strategic Management and Its Support by Information Systems 2019 [SMSIS] $b International Conference $d 13 $e Ostrava, Czech Republic $f 21.-22.5.2019 |
541 | 1- | $a Porovanie dvoch odlišných prístupov k zachytávaniu volatility vývoja výnosov zlata |
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