Original title: Kombinování predikcí mnohorozměrné volatility v úloze optimalizace portfolia
Translated title: Combining multivariate volatility forecasts in portfolio optimization
Authors: Šípka, Stanislav ; Hendrych, Radek (advisor) ; Hudecová, Šárka (referee)
Document type: Master’s theses
Year: 2022
Language: eng
Abstract: [eng] [cze]

Keywords: composite maximum likelihood|MGARCH|optimal portfolio|prediction combination|time series; zložená maximálna vierohodnosť|MGARCH|optimálne portfólio|kombinácia predikcii|časové rady

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/173616

Permalink: http://www.nusl.cz/ntk/nusl-506402


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 2022-07-10, last modified 2024-01-26


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