Original title: Metody dynamické analýzy složení portfolia
Translated title: Methods of dynamical analysis of portfolio composition
Authors: Meňhartová, Ivana ; Hanzák, Tomáš (advisor) ; Cipra, Tomáš (referee)
Document type: Master’s theses
Year: 2012
Language: slo
Abstract: [eng] [cze]

Keywords: CUSUM test; Kalman filter; locally weighted regression; multicollinearity; CUSUM test; Kalmanov filter; lokálne vážená regresia; multikolinearita

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/40745

Permalink: http://www.nusl.cz/ntk/nusl-305048

The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses
 Record created 2017-05-09, last modified 2017-06-27

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