Original title: Metody MCMC pro finanční časové řady
Translated title: MCMC methods for financial time series
Authors: Tritová, Hana ; Pawlas, Zbyněk (advisor) ; Komárek, Arnošt (referee)
Document type: Master’s theses
Year: 2016
Language: cze
Abstract: [cze] [eng]

Keywords: Bayesian statistics; financial time series; MCMC methods; modelling of daily returns; the lognormal autoregressive model; bayesovská statistika; finanční časové řady; lognormální autoregresní model; Metody MCMC; modelování denních výnosů

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/77269

Permalink: http://www.nusl.cz/ntk/nusl-346777


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 2017-06-20, last modified 2017-06-28


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