Original title: Modely volatility v R
Translated title: Volatility models in R
Authors: Vágner, Hubert ; Bašta, Milan (advisor) ; Flimmel, Samuel (referee)
Document type: Master’s theses
Year: 2017
Language: cze
Publisher: Vysoká škola ekonomická v Praze
Abstract: [cze] [eng]

Keywords: financial time series; GARCH; linear volatility models; volatility forecasting; finanční časové řady; GARCH; lineární modely volatility; předpověď volatility

Institution: University of Economics, Prague (web)
Document availability information: Available in the digital repository of the University of Economics, Prague.
Original record: http://www.vse.cz/vskp/eid/70183

Permalink: http://www.nusl.cz/ntk/nusl-359240


The record appears in these collections:
Universities and colleges > Public universities > University of Economics, Prague
Academic theses (ETDs) > Master’s theses
 Record created 2017-08-02, last modified 2020-03-26


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