Alexandr Kuchyňka
Kuchyňka Alexandr
:
An Empirical Application of a Two-Factor Model of Stochastic Volatility
,
Prague Economic Papers vol.17, 3 (2008), p. 243-253
[2008]
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Kuchyňka Alexandr
:
Volatility extraction using the Kalman filter
,
IES FSV UK, (Praha 2008)
Research Report 10
[2008]
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