Original title: Realised stochastic volatility in practice
Translated title: Model realizované stochastické volatility v praxi
Authors: Vavruška, Marek ; Zouhar, Jan (advisor) ; Formánek, Tomáš (referee)
Document type: Master’s theses
Year: 2012
Language: eng
Publisher: Vysoká škola ekonomická v Praze
Abstract: [eng] [cze]

Keywords: Data cleaning; Kalman filter; mean square error; realised volatility; Kalmanův filtr; průměr čtverců odchylek; realizovaná volatilita; Čištění dat

Institution: University of Economics, Prague (web)
Document availability information: Available in the digital repository of the University of Economics, Prague.
Original record: http://www.vse.cz/vskp/eid/38646

Permalink: http://www.nusl.cz/ntk/nusl-165381


The record appears in these collections:
Universities and colleges > Public universities > University of Economics, Prague
Academic theses (ETDs) > Master’s theses
 Record created 2013-11-26, last modified 2017-06-30


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