1. Volatility of Corn Futures with Markov Regime Switching GARCH Model
:CHOCHOLATÁ, Michaela. Volatility of Corn Futures with Markov Regime Switching GARCH Model. - Registrovaný: Web of Science. In Mathematical Methods in Economics 2022. International Conference. 40th International Conference on Mathematical Methods in Economics (MME 2022) : Proceedings, 7 - 9 September 2020 Jihlava, Czech Republic. - Jihlava : College of Polytechnics Jihlava, 2022. ISBN 978-80-88064-62-6, pp. 135-140 online. VEGA 1/0193/20, VEGA 1/0211/21.
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