Original title: Dynamika koeficientu beta v energetickém sektoru
Translated title: The dynamics of the energy sector beta coefficient
Authors: Šimečková, Martina ; Frýd, Lukáš (advisor) ; Jindra, Marek (referee)
Document type: Bachelor's theses
Year: 2017
Language: cze
Publisher: Vysoká škola ekonomická v Praze
Abstract: [cze] [eng]

Keywords: ADCC; CAPM; conditional beta; DCC; GARCH; GJR GARCH; systematic risk; ADCC; CAPM; DCC; GARCH; GJR GARCH; podmíněná beta; systematické riziko

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/70986

Permalink: http://www.nusl.cz/ntk/nusl-360609


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


No fulltext
  • Export as DC, NUŠL, RIS
  • Share