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Estimating Volatilities by the GARCH and the EWMA model of PetroChina and TCL in the Stock Exchange Market of China Haochen Guo 1 Abstract Volatility is an important parameter
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to present how EVT provides better idea for translating management guidelines into actual numbers. 2. Basic terms and know results Consider the sequence {Xn, n ≥
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I − ∈ = , (2) t ε is error term and { }iC forms a partition of ( ),−∞ +∞ in the sense that ( ) 1 , k ii C = = −∞ +∞∑ and i j C C∩ = ∅ for
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for Business and Management Studies, ECRM 2014 : Cass Business School at the City University London, UK, 16-17 June 2014. 2014. s. 416-424. ISBN 978-1
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study) and is balanced for participation on mobility and for previous hybrid experience, structure concerning with country background is rather dispersed Perception of Competencies
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Detail BALCAR, Jiří. Non-cognitive skills matter, beauty not that much: Evidence from hiring technicians. Journal for East European Management Studies. 2021, roč. 26, č.
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Detail BALCAR, Jiří. Non-cognitive skills matter, beauty not that much: Evidence from hiring technicians. Journal for East European Management Studies. 2021, roč. 26, č.
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6423. HENDERSON, David. Limitations of the Laffer Curve as a Justification for Tax Cuts. Cato Journal. 1981, Vol. 1, No. 1
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6423. HENDERSON, David. Limitations of the Laffer Curve as a Justification for Tax Cuts. Cato Journal. 1981, Vol. 1, No. 1
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p −= − .Visual inspection of the plot of daily values and returns series of both indices proved very useful, for details see Figure 1
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e.g. generalized hyperbolic distribution for credit losses. Klíčová slova Credit Risk, Mortgage, Delinquency Rate, Generalizad Hyperbolic Distribution, Normal Distributio
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T., Holčapek, M. (2011). Simulation methodology for financial assets with imprecise data. In Proceedings of Mathematical Methods in Economics, Praha: VŠE Praha,
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systems 180 (1), pp. 69–97, 2011. [10] Cielepová, G., Tichý, T. The implication of the security type for efficient risk measuring.
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systems 180 (1), pp. 69–97, 2011. [10] Cielepová, G., Tichý, T. The implication of the security type for efficient risk measuring.
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T., Holčapek, M. (2011). Simulation methodology for financial assets with imprecise data. In Proceedings of Mathematical Methods in Economics, Praha: VŠE Praha,
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Ph.D. 34 13. 1 Ing. Petr Lůžek 31 14. 9 Ing. Lenka Johnson Filipová, Ph.D. 29 15. 7 Ing. Markéta Zajarošová, Ph.D. 26 16. 15 prof.
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byla pozornost upřena především na podrobnější posouzení, jak účinné jsou vybrané modely pri odhadnu příslušných skupin finančních rizik [1, 6, 8, 10, 14, 16, 19,
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byla pozornost upřena především na podrobnější posouzení, jak účinné jsou vybrané modely pri odhadnu příslušných skupin finančních rizik [1, 6, 8, 10, 14, 16, 19,