Tomas Krehlik

Publication Activity (10 Years)

Years Active: 2016-2016
Publications (10 Years): 2

Top Topics

Historical Data

Wavelet Transform

Top Venues

Expert Syst. Appl.

Eur. J. Oper. Res.

Publications

Jozef Baruník, Tomas Krehlik, Lukás Vácha
Modeling and forecasting exchange rate volatility in time-frequency domain. Eur. J. Oper. Res. 251 (1) (2016)
Jozef Baruník, Tomas Krehlik
Combining high frequency data with non-linear models for forecasting energy market volatility. Expert Syst. Appl. 55 (2016)