Vytlačiť
1. Comparison of Two Different Approaches to Capture Volatility Development of Gold Returns
| SYS | 0256184 | |
|---|---|---|
| LBL | $$$$$naa$$22$$$$$$$$450$ | |
| 005 | 20240502083728.5 | |
| 035 | $a 125042 $2 CREPC2 | |
| 100 | $a 20190618d2019łłłłm--y0sloc0103----ba | |
| 101 | 0- | $a eng $d eng |
| 102 | $a CZ | |
| 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 |
| 610 | 1- | $9 eu_un_auth*h0007512 $a zlato |
| 610 | 1- | $9 eu_un_auth*0009379 $a volatilita |
| 610 | 1- | $9 eu_un_auth*h0007101 $a výnosy |
| 610 | 1- | $9 eu_un_auth*h0003397 $a modely |
| 610 | 1- | $9 eu_un_auth*h0003926 $a odhady |
| 610 | 1- | $9 eu_un_auth*h0001948 $a ekonometria |
| 700 | -1 | $3 eu_un_auth*0063585 $a Kováč $b Stanislav $p EUBFHIKOV $9 100 $q I $4 070 $T Katedra operačného výskumu a ekonometrie FHI |
| 801 | -0 | $a SK $b BA004 $c 20190618 $g AACR2 |
| T85 | $x existuji fulltexy |