Home

Przeglądanie wg słów kluczowych "conditional variance"

Repozytorium Uniwersytetu Mikołaja Kopernika

Przeglądanie wg słów kluczowych "conditional variance"

Sortuj wg: Porządek: Wyników:

  • Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany 
    Fałdziński, Marcin; Balcerzak, Adam P.; Meluzín, Tomáš; Pietrzak, Michał Bernard; Zineker, Marek (2016-09-21)
    Identification of linkages among capital markets is crucial for forming policies that take into account risk associated with international financial markets in-terdependencies. Thus, the aim of the article is to analyse ...
  • Jądrowe estymatory wariancji warunkowej 
    Śliwicki, Dominik (2009-11-15)
    In this paper a concept of kernel estimators was presented. Kernel estimators were used as a tool for analysis of conditional variance of economical time series. A Monte Carlo simulation was used to research the effectiveness ...