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Volatility
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Mgr. Lucie Kraicová
Academic staff at Faculty of Social Sciences
3 publications
Publications
publication
Estimation of long memory in volatility using wavelets
2017 |
Faculty of Social Sciences
publication
Estimation of Long Memory in Volatility Using Wavelets
Publication without faculty affiliation
publication
Common Cycles in Volatility and Cross Section of Stock Returns
Publication without faculty affiliation
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