Lipova 41a
Brno, 60200
Czech Republic
Masaryk University - Department of finance
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in Total Papers Downloads
stationarity, time series data, various unit root tests, spurious regression, the R-squared and the Durbin – Watson statistics rule of thumb, CEE stock markets
Industry classification, SIC, NAICS, GICS, NACE, relational vector space model, stock markets
Unit-Root, Stationarity, Simulation based unit root tests
hidden costs, innovations, cost benefit analysis, cost of quality, Six Sigma
realized volatility, forecasting, gold, silver, ETF
realized volatility, volatility forecasting, non-trading days
Volatility Spillovers, Stock Markets, Shock Transmission, Granger Causality Network, Spatial Regression, Financial Crisis
volatility persistence, GARCH model, ICSS procedure, CEE stock markets
web searching, web searching efficiency, data envelopment analysis, imprecise data envelopment analysis, web searching task types
Industrial metals, LME futures market, Volatility forecasting, Multivariate HAR, Volatility spillovers, Bayesian model averaging
oil, natural gas, volatility forecasting, high-frequency data, ETF
asymmetric volatility, high-frequency, realized volatility, HAR, GARCH, forecasting
profit scoring; credit scoring; financial intermediation; P2P; fintech;
price modelling, wind, solar, renewables, quantile regression
Target Interest Rate, Realized Volatility, Central Banks, High-Frequency Data, Monetary Policy
stock market integration; dynamic conditional correlations; CEE-3 countries; smooth transition model