• DML-CZ Home

91G70 

• Cipra, Tomáš; Hendrych, Radek: Robust recursive estimation of GARCH models. (English). Kybernetika, vol. 54 (2018), issue 6, pp. 1138-1155
• Mošová, Vratislava: Wavelets and prediction in time series. (English). In: Chleboun, J., Přikryl, P., Segeth, K., Šístek, J. and Vejchodský, T. (eds.): Programs and Algorithms of Numerical Mathematics. Proceedings of Seminar. Dolní Maxov, June 8-13, 2014. Institute of Mathematics AS CR, Prague, 2015. pp. 156-162
• Zichová, Jitka: Some applications of time series models to financial data. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 52 (2011), issue 1, pp. 93-102
• Roorda, Berend; Engwerda, Jacob; Schumacher, J. M.: Performance of hedging strategies in interval models. (English). Kybernetika, vol. 41 (2005), issue 5, pp. [575]-592