The following pages link to Radek Hendrych (Q1707557):
Displayed 8 items.
- Item:Q1707557 (redirect page) (← links)
- On conditional covariance modelling: an approach using state space models (Q1659121) (← links)
- Econometric model of non-life technical provisions: the Czech insurance market case study (Q1707558) (← links)
- Implied volatility and state price density estimation: arbitrage analysis (Q1789634) (← links)
- Robust recursive estimation of GARCH models (Q3120381) (← links)
- Self-weighted recursive estimation of GARCH models (Q4563409) (← links)
- APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING (Q5157772) (← links)
- Holt-winters method for run-off triangles in claims reserving (Q6201526) (← links)