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Search for publications relevant for "Volatility"
Volatility
Publication
Class
Person
Publication
Programmes
publication
Testing the parametric form of the volatility in continuous time diffusion models
2011 |
Faculty of Mathematics and Physics
publication
L. E. Calvet & A. J. Fisher, Multifractal volatility : theory, forecasting, and pricing
2010 |
Publication without faculty affiliation
publication
Volatility transmission in emerging European foreign exchange markets
2011 |
Faculty of Social Sciences
publication
Central bank communication and exchange rate volatility : a GARCH analysis
2010 |
Faculty of Social Sciences
publication
Long-range dependence in returns and volatility of Central European Stock Indices
Publication without faculty affiliation
publication
Long-range dependence in returns and volatility of Central European Stock Indices
2010 |
Faculty of Mathematics and Physics
publication
Exchange rate volatility and regime change: a Visegrad comparison
2006 |
Central Library of Charles University
publication
Determinants of exchange rate volatility: the case of the new EU members
2007 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
publication
US volatility cycles of output and inflation, 1919-2004 : a money and banking approach to a puzzle
2008 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
publication
Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility
Publication without faculty affiliation
publication
Exchange rate regimes and volatility: comparison of the selected ERM countries and Visegrad Group
2005 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
publication
Trading intensity and intraday volatility on the PSE : evidence from an autoregressive conditional duration model
Publication without faculty affiliation
publication
Volatility of exchange rates in selected EU new members : evidence from daily data
Publication without faculty affiliation
publication
Volatility of exchange rates in selected new EU members : evidence from daily data
2008 |
Faculty of Social Sciences
publication
A contribution to the systematics of stochastic volatility models
2010 |
Publication without faculty affiliation
publication
Trading intensity and intraday volatility on the Prague stock exchange: Evidence from an autoregressive conditional duration model
2006 |
Faculty of Social Sciences
publication
Formation of Secondary Organic Aerosols from volatile organic compounds in atmosphere – model experiment
2013 |
Faculty of Mathematics and Physics
publication
Will Bitcoin ever become less volatile?
2023 |
Publication without faculty affiliation
publication
Long memory in volatility or parameter inconstancy? The case of Prague stock exchange
2005 |
Faculty of Social Sciences
publication
Non-stationary volatility with highly anti-persistent increments: An alternative paradigm in volatility modeling?
2012 |
Faculty of Social Sciences, Faculty of Mathematics and Physics
publication
Economic Volatility and Institutional Reforms in Macroeconomic Policymaking: The Case of Fiscal Policy
Publication without faculty affiliation
publication
Survey of Volatility and Spillovers on Financial Markets
2018 |
Publication without faculty affiliation
publication
Non-stationary volatility with highly anti-persistent increments: evidence from range-based volatility
2013 |
Faculty of Social Sciences, Faculty of Mathematics and Physics
publication
Volatility Spillovers Across Petroleum Markets
2015 |
Faculty of Social Sciences
publication
Volatile anesthetics and their clinical use
2019 |
Second Faculty of Medicine
publication
Odhady volatility
Publication without faculty affiliation
publication
VCRIX - A volatility index for crypto-currencies
2021 |
Faculty of Mathematics and Physics
publication
A conservative discontinuous target volatility strategy
2017 |
Faculty of Mathematics and Physics
publication
Range-based Volatility Estimation and Forecasting
Publication without faculty affiliation
publication
How does bad and good volatility spill over across petroleum markets?
Publication without faculty affiliation