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Estimation and Application of the Tail Index
Pokorná, Markéta ; Šopov, Boril (advisor) ; Zelený, Tomáš (referee)
Examining the nature of extreme values plays an important role in financial risk management. This thesis investigates tail behaviour of distribution of re- turns using the framework of univariate Extreme Value Theory. The empirical research was conducted on the S&P 500 index and its seven constituents. The goal of this thesis was to use the Hill method to estimate the tail index of the series which characterizes the tail behaviour, especially the speed of the tail decay. To select the tail threshold several graphical methods were performed as they represent empirical measures of model stability. Classical Hill plots as well as alternative Hill plots and smoothing procedure were presented. The threshold choice based on stable regions in the graphs was found to be highly subjective. Hill method modified by Huisman was used instead and the results confirmed that the classical Hill method yields estimates which overestimate the tail thickness. All the examined series were found to have heavy tails with polynomial tail decay. This thesis stressed the need to model the left and the right tail separately as both extreme losses and profits are important depending on whether an investor takes a long or a short position on portfolio. Finally, the tail index was used to demonstrate the need to compute the...
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A look back into history of pre-school education in the 20 the century in Prague
Pokorná, Markéta ; Křivánek, Zdeněk (referee) ; Uhlířová, Jana (advisor)
This diploma work is dedicated to the evolution of preschool institutions in Bohemia and its capital city of Prague from 19lh century until present. In this thesis, the author focuses on the circumstances which lead to the origin of preschool establishments, and describes the main institutional types which were present in our territory. The work also describes the history of a banking institution Česká spořitelna (Czech savings-bank) as one of the patrons of the Czech educational system. In particular the predecessor of Česká spořitelna - Městská spořitelna pražská (Savingsbank of the city of Prague) - participated in the development of preschool education in the capital city of Prague and helped the city to increase the number of such institutions for the youngest children. The author also focuses on the analysis of the historical sources of "Jubilee kindergartens", built in Prague at the expense of Městská spořitelna pražská.
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The analysis of unemployment development in the Czech Republic - case study of Moravian - Silesian region
Pokorná, Markéta ; Maitah, Mansoor (advisor) ; Malec, Karel (referee)
This bachelor thesis deals with the analysis of the development of unemployment in the Moravian-Silesian region between 2010 and 2015. Descriptive and comparative research methods are used in the work. The work is divided into two parts. In the theoretical part of the thesis specific concepts related to the labour market, such as supply and demand in the labour market, are explained. Furthermore, the theoretical part deals with unemployment and its various types, the natural rate of unemployment, the measurement of unemployment and risk groups of job seekers. The final part is devoted to active and passive employment policy and its security.
The practical part focuses on the characteristics of the Moravian-Silesian region, including its economic, social and demographic situation. Also the strengths and weaknesses of the Moravian-Silesian region are discussed here. The main part of the work consists of a detailed development of unemployment in this region. First of all, the situation of the entire region over the years is evaluated. The following chapters are each devoted to a particular county. The conclusion contains some recommendations for the improvement of the situation on the labour market.
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Economical and Financial Analysis of Projects Funded by Public Administration
Pokorná, Markéta ; Nácovský, Pavel (referee) ; Zámečník, Jiří (advisor)
Insufficient knowledge of economical and financial analysis of candidates for public sector subsidies leads to waste of these sources. After reading this thesis, reader should be able distinguish differences of utilizing analysis in projects funded by public sector and private sector. Reader should be able to use the right method to evaluate project and be able to determine feasibility of getting resources. Reader should be able to run economical and financial analysis, important part of feasibility study, for projects funded and cofunded by public sector.
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Evaluation of Organizational Culture in Business Ethics Correlation
Domogatskaia, Maria ; Pokorná, Markéta (referee) ; Putnová, Anna (advisor)
The subject of this Master's Thesis is organizational culture and its correspondence with organizational changes. The work defines the most basic terms concerning organizational culture - the components, types, functions and diagnostic methods of organizational culture; further it explaines the term of BPO and its characteristics. To analyse the present state of the organizational culture, written question form and personal interviews were used. The main target for the Master's Thesis is to suggest a solution of conflicts between the culture and changes being prepared. This will also contribute to improvement of organizational culture and efectivity of the whole department.
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Measuring the Satisfaction of Customers in the Company PLYNY JEHLÁŘ, Ltd.
Pokorná, Markéta ; Jehlář, Pavel (referee) ; Šimberová, Iveta (advisor)
The thesis considers marketing research in company PLYNY JEHLÁŘ Ltd. The aim of this thesis is to identify the rate of customers satisfaction with offered products and services. Theoretical part is concerned with new theoretical pieces of knowledge in the marketing field and its research. The thesis includes finding marketing research which shows weak and strong points of the company. On base of this research the, company will formulate future plans for its development.
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Sorption ability of humic acids
Pokorná, Markéta ; Havelcová, Martina (referee) ; Klučáková, Martina (advisor)
The Diploma thesis deals with humic acids and their ability to adsorb metal ions on their surface. Humic acids are aromatic polycyclic compounds which contain carboxylic and fenolic functional groups on their sidechains. Thanks to these functional groups humic acids can form complexes with metal ions of different stability and assist the partial immobilization of pollutants in the nature. In this thesis, the sorption of Pb2+ and Zn2+ ions on humic acids was studied by relatively new electroanalytic method called galvanostatic stripping chronopotentiometry. Experimental data were described by Freundlich and Langmuir isotherms. The results show that the amount of examined metal ions increases with their increasing concentration. Furthermore it was determined that Pb2+ ions are adsorbed better on humic acids than Zn2+ ions. Both metals are adsorbed better from solution containing only one metal ion than in presence of four metals at the same time (Cd, Cu, Zn and Pb) where the sorption of these metals is not influenced by the presence of other metals.
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Adsorption of metal ions on humic acids
Pokorná, Markéta ; Mgr. Martina Havelcová, Ph.D (referee) ; Klučáková, Martina (advisor)
The Bachelor´s thesis deals with humic acids and their ability to bind metal ions on their surface. Humic acids are generally aromatic polycyclic compounds, which contain phenolic and carboxylic functional groups on their sidechains. Because of their functional groups, they are able to form stable complex compounds. In this thesis, the adsorption of lead ions was studied by electroanalytical method called flow-through coulometry.
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