Bibliografie

F. Žikeš

Žikeš F., Baruník Jozef, Shenai N. : Modeling and Forecasting Persistent Financial Durations , Econometric Reviews vol.36, 10 (2017), p. 1081-1110 [2017] Download DOI: 10.1080/07474938.2014.977057
Žikeš F., Baruník Jozef : Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility , Journal of Financial Econometrics vol.14, 1 (2016), p. 185-226 [2016] Download DOI: 10.1093/jjfinec/nbu029