| dc.contributor.author | Bednařík, Radek | |
| dc.date.accessioned | 2012-02-01T11:01:39Z | |
| dc.date.available | 2012-02-01T11:01:39Z | |
| dc.date.issued | 2009 | |
| dc.identifier.citation | Ekonomická revue. 2009, roč. 12, č. 2, s. 83-92 : il. | cs |
| dc.identifier.issn | 1212-3951 | |
| dc.identifier.uri | http://hdl.handle.net/10084/90096 | |
| dc.format.extent | 1909086 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | cs | |
| dc.publisher | Vysoká škola báňská - Technická univerzita Ostrava | cs |
| dc.relation.ispartofseries | Ekonomická revue | cs |
| dc.relation.uri | http://dx.doi.org/10.7327/cerei.2009.06.04 | |
| dc.rights | © Vysoká škola báňská - Technická univerzita Ostrava | cs |
| dc.title | Analýza volatility devizových kurzů vybraných ekonomik | cs |
| dc.type | article | |
| dc.description.abstract-en | This paper is focused on the historical development of selected exchange rates' volatility, that is: AUD, CAD,
DEM, DKK, EUR, FRF, GBP, JPY, SEK and CHF against USD. The paper aims to show that current relatively
large increment of foreign exchange markets' volatility is nothing special in the historical context considering
the length and the extent of the volatility clusters during turbulent periods. Using various kinds of (G)ARCH
models of volatility and subsequent graphical analysis we were able to empirically confirm this statement. | cs |
| dc.identifier.doi | 10.7327/cerei.2009.06.04 | |
| dc.rights.access | openAccess | |
| dc.type.version | publishedVersion | |
| dc.type.status | Peer-reviewed | |