Bibliography

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] Download

Kuchyňka Alexandr : Volatility extraction using the Kalman filter, IES FSV UK, (Praha 2008) Research Report 10 [2008] Download