Title: Recursive estimates of financial time series
Author: Petr Vejmělka
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This presentation is intended for those who are interested in finance and would like to get rich by trading on the stock exchange. The method shown in this presentation could be used for that.
Video:

Video (backup): Videosoubor (MP4) Recursive estimates of financial time series.mp4
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Komentáře

  • DRDavid Ryzák - pondělí, 17. května 2021, 15.15
    Thank you for your presentaition. Although it was quite hard to follow for me due to great deal of formulae, I am glad to see what can be done with such a financial model. I just want to ask you more general question to the GARCH model. Why is this GARCH (or its modifications) model strong for modelling financial time series? For that purpose what are weaknesses of other models compared to GARCH model?
  • VAViktória Antalicová - sobota, 29. května 2021, 17.12
    Thank you for your presentation! :) You mentioned yourself that is could be hard to follow and I agree with that but it is understandable that it is hard to fit such an idea into 20 minutes so I think you did great ! :) Maybe you could just briefly explain how does the Leverage effect work again because I am not sure if I understood it correctly. Thank you!
  • VWVojtěch Wagner - čtvrtek, 3. června 2021, 22.50
    First of all, thank you for a fact-rich (no pun intended) presentation. Secondly, in the beginning you state that GARCH model is the best financial time series model. My question is what other models do exist and are applied.