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Volatility change point detection using stochastic differential equations and time series control charts

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Citace článku v časopise:
KOVÁŘÍK, Martin. Volatility change point detection using stochastic differential equations and time series control charts. International Journal of Mathematical Models and Methods in Applied Sciences [online]. 2013, vol. 7, iss. 2, s. 121-132. [cit. 2019-07-24]. ISSN 1998-0140. Dostupné z: http://www.naun.org/multimedia/NAUN/ijmmas/16-661.pdf.

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