Original title: Modely neuronových sítí pro podmíněné kvantily finančních výnosů a volatility
Translated title: Neural network models for conditional quantiles of financial returns and volatility
Authors: Hauzr, Marek ; Baruník, Jozef (advisor) ; Vošvrda, Miloslav (referee)
Document type: Master’s theses
Year: 2016
Language: eng
Abstract: [eng] [cze]

Keywords: conditional quantiles; quantile regression neural networks; realized measures of volatility; value-at-risk; kvantilová regrese neuronových sítí; neparametrické odhady realizované volatility; podmíněnéněné kvantily; VaR

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/83008

Permalink: http://www.nusl.cz/ntk/nusl-352657


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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