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Backtesting Value-at-Risk: Comparison of selected approaches
Šedivý, Milan ; Hendrych, Radek (advisor) ; Hurt, Jan (referee)
This thesis focuses on the evaluation of different backtesting methods that are routinely applied to one of the most commonly used risk measure Value- at-Risk. The main goal of this thesis is to present approaches used to backtest Value-at-Risk (including an introduction to common methods associated with Value-at-Risk forecasting). These statistical evaluation methods are then applied to historical data from the years 2005 to 2010, during which we experienced two major financial crises. Afterwards, the output of our analysis is thoroughly discussed. 1
Backtesting Value-at-Risk: Comparison of selected approaches
Šedivý, Milan ; Hendrych, Radek (advisor) ; Hurt, Jan (referee)
This thesis focuses on the evaluation of different backtesting methods that are routinely applied to one of the most commonly used risk measure Value- at-Risk. The main goal of this thesis is to present approaches used to backtest Value-at-Risk (including an introduction to common methods associated with Value-at-Risk forecasting). These statistical evaluation methods are then applied to historical data from the years 2005 to 2010, during which we experienced two major financial crises. Afterwards, the output of our analysis is thoroughly discussed. 1
Influence of cutting speed and other parameters on the surface quality of aluminium alloys after AWJ cutting
Hendrych, Jan ; Kalivoda, Milan (referee) ; Dvořák, Jaromír (advisor)
The main goal of this work is to get known with this new technology of division material. That means dividing material with water beam and its consecutive comparing of advantages and disadvantages, with cutting material by laser or plasma. Than we pay our attention to parameters which influences the quality of surface especially to how fast is the movement of water beam and thickness of division material. These two parameters are evaluated and cutted material is also photodocumented.

See also: similar author names
2 Hendrych, Marek
1 Hendrych, Miroslav
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