Original title: Vliv frekvenční propojenosti akcií na tržní výnosy
Translated title: Frequency connectedness and cross section of stock returns
Authors: Haas, Emma ; Baruník, Jozef (advisor) ; Kukačka, Jiří (referee)
Document type: Master’s theses
Year: 2019
Language: eng
Abstract: [eng] [cze]

Keywords: connectedness; financial network; frequency; spectral analysis; systemic risk; finanční síť; frekvence; propojenost; spektrální analýza; systémové riziko

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/104763

Permalink: http://www.nusl.cz/ntk/nusl-392648


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 2019-02-13, last modified 2019-02-13


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