Research Report

Modeling of Financial Time Series - An Empirical Analysis of Central-European Stock Markets

Ventluková Erika

: ÚTIA AV ČR, (Praha 2003)

: Research Report 2096

: CEZ:AV0Z1075907

: 287/2003/A-EK/FSV, GA UK

: random walk, ARIMA, heteroscedastaticity

: 05D

: AH