The diploma thesis deals with modelling of time series (stock and commodities) by using the models of volatility. The theoretical part focuses on the term of volatility and other terms connected to it. There is a theoretical description of the models as well. The practical part of the thesis focuses on the analysis of the time series and modelling of volatility using the program R
U ovom diplomskom radu predstavljamo jednu od brojnih primjena modela volatilnosti na izvedenice. U ...
This thesis is focused on modeling of the real financial time series of the PX Index using linear an...
Tato práce aplikuje model realizované stochastické volatility Koopmana a Schartha (2011) na pět akci...
This diploma thesis focuses on modeling volatility in financial time series. The main approach to mo...
The subject of the thesis is the analysis of univariate and multivariate time series. The GARCH mode...
This thesis deals with financial time series models and their implementation in soft- ware products....
The main objective of this thesis is to acquaint the reader with term „inkrement“ and its properties...
This diploma thesis describes problem of change-points in volatility of the time-series and their im...
Tato práce se zabývá modely volatility a jejich aplikací na měnové kurzy. V teoretické části jsou př...
Volatilita na finančných trhoch bola zaujímavým javom pre vedcov i praktikov počas posledných dekád ...
This diploma thesis deals with modelling nancial time series and especially the changing volatility ...
A stock market came through a significant development in the Czech Republic; from its artificial beg...
Diplomová práce je věnována modelování volatility smilu pro swapce. Začíná se úvodem do teorie swapc...
A stock market came through a significant development in the Czech Republic; from its artificial beg...
The work is devoted to the concept of volatility and the basic models of volatility ARCH and GARCH. ...
U ovom diplomskom radu predstavljamo jednu od brojnih primjena modela volatilnosti na izvedenice. U ...
This thesis is focused on modeling of the real financial time series of the PX Index using linear an...
Tato práce aplikuje model realizované stochastické volatility Koopmana a Schartha (2011) na pět akci...
This diploma thesis focuses on modeling volatility in financial time series. The main approach to mo...
The subject of the thesis is the analysis of univariate and multivariate time series. The GARCH mode...
This thesis deals with financial time series models and their implementation in soft- ware products....
The main objective of this thesis is to acquaint the reader with term „inkrement“ and its properties...
This diploma thesis describes problem of change-points in volatility of the time-series and their im...
Tato práce se zabývá modely volatility a jejich aplikací na měnové kurzy. V teoretické části jsou př...
Volatilita na finančných trhoch bola zaujímavým javom pre vedcov i praktikov počas posledných dekád ...
This diploma thesis deals with modelling nancial time series and especially the changing volatility ...
A stock market came through a significant development in the Czech Republic; from its artificial beg...
Diplomová práce je věnována modelování volatility smilu pro swapce. Začíná se úvodem do teorie swapc...
A stock market came through a significant development in the Czech Republic; from its artificial beg...
The work is devoted to the concept of volatility and the basic models of volatility ARCH and GARCH. ...
U ovom diplomskom radu predstavljamo jednu od brojnih primjena modela volatilnosti na izvedenice. U ...
This thesis is focused on modeling of the real financial time series of the PX Index using linear an...
Tato práce aplikuje model realizované stochastické volatility Koopmana a Schartha (2011) na pět akci...