Original title: Modeling of Financial Time Series - An Empirical Analysis of Central-European Stock Markets
Authors: Ventluková, Erika
Document type: Research reports
Year: 2003
Language: eng
Series: Research Report, volume: 2096
Keywords: ARIMA; heteroscedastaticity; random walk
Project no.: CEZ:AV0Z1075907 (CEP), 287/2003/A-EK/FSV
Funding provider: GA UK

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0013401

Permalink: http://www.nusl.cz/ntk/nusl-20056


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Research > Institutes ASCR > Institute of Information Theory and Automation
Reports > Research reports