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seasonal
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PhDr. Filip Žikeš M.Sc., Ph.D.
Academic staff at Faculty of Social Sciences
4 publications
Publications
publication
Seasonality and the non-trading effect on central European stock markets
2006 |
Faculty of Social Sciences
publication
Trading intensity and intraday volatility on the Prague stock exchange: Evidence from an autoregressive conditional duration model
2006 |
Faculty of Social Sciences
publication
An Application of the GARCH-t Model on Central European Stock Returns
2004 |
Faculty of Social Sciences
publication
Trading intensity and intraday volatility on the PSE : evidence from an autoregressive conditional duration model
Publication without faculty affiliation
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