Original title:
Multivariate volatility modeling of medium and large size portfolios
Translated title:
Multivariate volatility modeling of medium and large size portfolios
Authors:
Čech, František ; Baruník, Jozef (advisor) ; Kočenda, Evžen (referee) ; Ellington, Michael (referee) ; Jawadi, Fred (referee) Document type: Doctoral theses
Year:
2019
Language:
cze
Institution: Charles University Faculties (theses)
(web)
Document availability information: Available in the Charles University Digital Repository. Original record: http://hdl.handle.net/20.500.11956/106690