Principal researcher

Zuzana Prášková

Members of the working group

Josef Arlt, Markéta Arltová, Tomáš Cipra, Šárka Hudecová (roz. Došlá), Michal Pešta, Zuzana Prášková, Jan Ámos Víšek, Radek Hendrych, Lenka Slámová

The research objectives

  • Testing the stability of models and the detection of structural breaks
  • New smoothness techniques suitable for financial modelling
  • Special cases like weak stationary processes with non-positive correlations, bounded and clipped ARMA processes will be analysed and applied to financial data
  • Errors-in-variables models