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Modeling of parallel development of bond market indices

  1. CREPC201701 CREPC201702 CREPC201703 CREPC201706
    Title statementModeling of parallel development of bond market indices
    Main entry-name (Author) Komorník, Jozef, 1950-
    Another responsib. (Author) Komorníková, Magda, 1949- Z1 - SvF Katedra matematiky a deskriptívnej geometrie
    (Author) Bacigál, Tomáš, 1980- Z1 - SvF Katedra matematiky a deskriptívnej geometrie
    (Author) Nguyen, Cuong
    Translated titleModelovanie paralelného vývoja indexov dlhopisov
    In SMTDA 2016 - Stochastic Modeling Techniques and Data Analysis [online, 504 s.] / Stochastic Modeling Techniques and Data Analysis. -- [s.l.] : ISAST , 2016. -- online, s. 193-204
    Subj. Headings bond market indices
    copulas
    Cramer-von Mises test statistics
    goodness of fit (GOF) test
    Vuong and Clarke tests
    LanguageEnglish
    Document kindRZB - článok zo zborníka
    CategoryBEE - Scientific works in not noticed year-books from international undertakings, foreign year-books
    Category (from 2022)O2 - Odborný výstup publikačnej činnosti ako časť knižnej publikácie alebo zborníka
    Year2016
    article

    article

Number of the records: 1  

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