Original title: Viacrozmerný GARCH
Translated title: Multivariate GARCH
Authors: Maďar, Milan ; Branda, Martin (referee) ; Mazurová, Lucie (referee)
Document type: Rigorous theses
Year: 2015
Language: eng
Abstract: [eng] [cze]

Keywords: BEKK; CCC; DCC; GO-GARCH; multivariate GARCH; O-GARCH; VECH; BEKK; CCC; DCC; GO-GARCH; O-GARCH; VECH; viacrozmerný GARCH

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/67432

Permalink: http://www.nusl.cz/ntk/nusl-336566


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Rigorous theses
 Record created 2017-06-19, last modified 2022-03-04


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