Original title: Evropské realitní investiční trusty: Analýza korelace za použití DCC- GARCH modelu
Translated title: European Real Estate Investment Trusts: Analyzing Correlation with a DCC-GARCH Model
Authors: Jílek, Jiří ; Jandík, Tomáš (advisor) ; Vácha, Lukáš (referee)
Document type: Master’s theses
Year: 2012
Language: eng
Abstract: [eng] [cze]

Keywords: correlation; DCC-GARCH; diversification; portfolio analysis; real estate investment trust; DCC-GARCH; diversifikace; korelace; realitní fondy

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/43144

Permalink: http://www.nusl.cz/ntk/nusl-463065


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 2022-05-08, last modified 2022-05-08


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