Original title: Grangerova kauzalita ve finančních časových řadách
Translated title: Granger's causality in financial time series
Authors: Marčiny, Jakub ; Voříšek, Jan (advisor) ; Lachout, Petr (referee)
Document type: Bachelor's theses
Year: 2011
Language: cze
Abstract: [cze] [eng]

Keywords: Granger causality; multiple time series; vector autoregressive processes; Grangerova kauzalita; vektorové autoregresní procesy; vícerozměrné časové řady

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/50612

Permalink: http://www.nusl.cz/ntk/nusl-314901


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Bachelor's theses
 Record created 2017-05-09, last modified 2022-03-04


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