Publication details
Modely časových řad ve finančnictví
Title in English | Time series models in finances |
---|---|
Authors | |
Year of publication | 1999 |
Type | Article in Proceedings |
Conference | Informační společnost a rizika ve finančnictví roku 2000 |
MU Faculty or unit | |
Citation | |
Field | Applied statistics, operation research |
Keywords | Time series; ARMA; ARIMA; ARCH; GARCH |
Description | Time series models used in financy are discussed. |
Related projects: |