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Stationarity
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Mgr. Filip Staněk
External person at Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
5 publications
Publications
publication
Optimal out-of-sample forecast evaluation under stationarity
2023 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
publication
Optimal out-of-sample forecast evaluation under stationarity
Publication without faculty affiliation
publication
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
2023 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
publication
The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market
2018 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
publication
The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market
Publication without faculty affiliation
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