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  1. 1.Modeling VAR of DAX index using Garch model

    ŠTALMACH, Matej. Modeling VAR of DAX index using Garch model. In Ekonomika a informatika : vedecký časopis FHI EU v Bratislave a SSHI. - Bratislava : Ekonomická univerzita v Bratislave, 2015. ISSN 1339-987X, 2015, roč. 13, č. 1, s. 107-123 online. VEGA 1/0285/14.
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  2. 2.Modeling volatility of DAX index using GARCH model

    ŠTALMACH, Matej. Modeling volatility of DAX index using GARCH model. In EDAMBA 2014. International scientific conference. EDAMBA 2014 : proceedings of the international scientific conference for doctoral students and young researchers : 13th - 14th november 2014, Bratislava, Slovak Republic. - Bratislava : Publishing House EKONÓM, 2014. ISBN 978-80-225-4005-6, pp. 565-573 [CD-ROM].
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