Original title: Behaviour of Stocks on the Prague Stock Exchange During the Financial Crisis: Evidence from Empirical Research
Translated title: Behaviour of Stocks on the Prague Stock Exchange During the Financial Crisis: Evidence from Empirical Research
Authors: Koza, Oldřich ; Teplý, Petr (advisor) ; Krištoufek, Ladislav (referee)
Document type: Bachelor's theses
Year: 2011
Language: eng
Abstract: [eng] [cze]

Keywords: ARMA; Box-Jenkins methodology; day of the week effect; efficient market hypothesis; financial crisis; GARCH; Granger causality; Prague Stock Exchange; VAR; ARMA; Boxova-Jenkinsonoca metodologie; Burza cenných papírů Praha; finanční krize; GARCH; Grangerova kauzalita; hypotéza efektivních trhů; VAR; vliv dne v týdnu

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/38323

Permalink: http://www.nusl.cz/ntk/nusl-302578


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Bachelor's theses
 Record created 2017-05-09, last modified 2022-03-04


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