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KUCHYNKA, Alexandr. A note on the distribution of Dickey-Fuller test in a heteroskedastic model. IIAS transactions on systems research and cybernetics, 2005, vol. 5, no. 2, s. 53-56. ISSN 1609-8625. KUCHYNKA, Alexandr. Long memory in volatility or parameter inconstancy? The case of Prague stock exchange. In Proceedings of the 23rd international conference mathematical methods in economics 2005, 14.-16.9.2005. Hradec Králové : Univerzita Hradec Králové, 2005, s. 221-226. ISBN 80-7041-535-5. KUCHYNKA, Alexandr. Long memory or parameter inconstancy in GARCH models? An empirical illustration. In Materialy zgloszone na IX. ogólnopolskie seminarium naukowe dynamiczne modele ekonometryczne, 6.-8.9.2005. Torun : Uniwersytet Mikolaja Kopernika, 2005, s. 69-74. ISBN 83-231-1864-7. KUCHYNKA, Alexandr. Misleading long-memory features of SETAR models. In Pre-conference proceedings of the special focus symposium on 3rd catallactics, 1.-2.8.2005. Zagreb : [s.n.], 2005, s. 56-59. ISBN 953-99326-2-9. KUCHYNKA, Alexandr. Statistical inference in nonlinear models : some Monte Carlo evidence. In LUKÁŠ, Ladislav (ed.). Výpočtová ekonomie : sborník 2. semináře. 1. vyd. Plzeň : Západočeská univerzita, 2004, s. 87-92. ISBN 80-7043-342-6. |