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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Dynamic Asset Pricing Models
 Tabiš, Peter ; Witzany, Jiří (advisor) ; Stádník, Bohumil (referee)
Field of examination is theoretical and empirical review of dynamic CAPM models that assume non constant volatility and correlation. In other words time evolution is considered in estimation process. As theoretical basement is recommended to be R. Engle's (Dynamic Conditional Beta) research and other sources.
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Application of technical analysis indicators on a market data
 Tabiš, Peter ; Trešl, Jiří (advisor) ; Bašta, Milan (referee)
The purpose of the thesis is test of current technical analysis indicators with the support of basic statistical software (Excel and PASW STATISTICS). During the test we will apply the correlation process in order to find two less similar markets. Subsequently, we will use these markets for testing the individual indicators of the analysis. The chosen indicators are those of the highest popularity as far as the profit/loss analysis is considered.
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