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Bibliography

Alexandr Kuchyňka

    Journal articles

    1. 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

    Other publications

    1. Kuchyňka Alexandr: Volatility extraction using the Kalman filter, IES FSV UK, (Praha 2008) Research Report 10 (2008) Download
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    Last modification: 03.09.2008
    Institute of Information Theory and Automation