Original title: Trading strategies based on estimates of conditional distribution of stock returns
Translated title: Trading strategies based on estimates of conditional distribution of stock returns
Authors: Sedlačík, Adam ; Baruník, Jozef (advisor) ; Vošvrda, Miloslav (referee)
Document type: Master’s theses
Year: 2018
Language: eng
Abstract: [eng] [cze]

Keywords: conditional distribution function estimation; GARCH; quantile regression; trading strategy; GARCH; kvantilové regrese; obchodní strategie; odhady podmíněné distribuční funkce

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/102336

Permalink: http://www.nusl.cz/ntk/nusl-388665


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 2018-11-15, last modified 2018-11-15


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