Original title: Vybrané problémy finančních časových řad
Translated title: Selected problems of financial time series modelling
Authors: Hendrych, Radek ; Cipra, Tomáš (advisor) ; Arlt, Josef (referee) ; Prášková, Zuzana (referee)
Document type: Doctoral theses
Year: 2015
Language: eng
Abstract: [eng] [cze]

Keywords: conditional correlation; conditional heteroscedasticity; financial time series; GARCH; recursive estimation; finanční časové řady; GARCH; podmíněná heteroskedasticita; podmíněné korelace; rekurentní odhady

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/80426

Permalink: http://www.nusl.cz/ntk/nusl-350080


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Doctoral theses
 Record created 2017-06-20, last modified 2018-12-08


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