Modely časových řad ve finančnictví

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Title in English	Time series models in finances
Authors	MICHÁLEK Jaroslav
Year of publication	1999
Type	Article in Proceedings
Conference	Informační společnost a rizika ve finančnictví roku 2000
MU Faculty or unit	Faculty of Science
Citation
Field	Applied statistics, operation research
Keywords	Time series; ARMA; ARIMA; ARCH; GARCH
Description	Time series models used in financy are discussed.
Related projects:	Functional-differential equations and mathematical-statistical models