Original title: Některé modifikace modelů ARCH pro finanční časové řady
Translated title: Some modifications of models ARCH for financial time series
Authors: Nekvinda, Matěj ; Cipra, Tomáš (advisor) ; Zichová, Jitka (referee)
Document type: Bachelor's theses
Year: 2015
Language: cze
Abstract: [cze] [eng]

Keywords: conditional heteroskedasticity; financial time series; GARCH; volatility modelling; finanční časová řada; GARCH; modelování volatility; podmíněná heteroskedasticita

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/61876

Permalink: http://www.nusl.cz/ntk/nusl-331034

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 2017-06-19, last modified 2017-06-27

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