National Repository of Grey Literature 7 records found  Search took 0.01 seconds. 
Co-jumping of yield curve
Fišer, Pavel ; Baruník, Jozef (advisor) ; Vácha, Lukáš (referee)
The main focus of the thesis is on jumps and co-jumps and their influence on the term structure of the U.S. Treasury bond futures contracts. Using high frequency data I am able to quantify to which extent co-jumps affect the correlation between bond futures pairs with different maturities which is not common in the literature. In order to separate the price process into continuous and discontinuous components represented by jumps and to pre- cisely localize significant co-jumps a new wavelet-based estimator is used for the analyses. Furthermore, I am studying the co-jump behavior in response to scheduled macroeconomic news announcements. Empirical findings re- veal strong influence of co-jumps to the correlation structure of bond futures across all maturity pairs as well as a significant link between Federal Open Market Committee news announcements and higher probability of co-jump occurrence.
The influence of superior government authorities on the level of political freedom in Hong Kong
Fišer, Pavel ; Karmazin, Aleš (advisor) ; Ditrych, Ondřej (referee)
This bachelor thesis examines the influence of superior authority on political freedoms in Hong Kong. The study examines the setting of relations between Hong Kong and the superior authority using the Institutional theory of direct and indirect rule. Relations are analysed in four selected periods, where are sought mechanisms that help the superior authority to influence political freedoms. The political and historical context is described in each period. These descriptions are used for relationships analysis and human rights evaluation. The period of British rule is represented by the turn of the 1960s and 1970s and then by the period 1990-1997, which preceded the handover. Chinese rule is examined in 1997-2005 and 2012-2019. After individual evaluation of each period, the study compares results. For the system is typical high influence of the superior authority in the sphere of political freedoms, which is given by the historical setting of the system. However, the analysis showed a gradual decrease in the superior authority influence in the researched periods. This was caused by the implementation of indirect rule and greater participation of the population in public events. The study also confirmed the assumption that indirect rule is beneficial to political freedoms. From the first to the...
Co-jumping of yield curve
Fišer, Pavel ; Baruník, Jozef (advisor) ; Vácha, Lukáš (referee)
The main focus of the thesis is on jumps and co-jumps and their influence on the term structure of the U.S. Treasury bond futures contracts. Using high frequency data I am able to quantify to which extent co-jumps affect the correlation between bond futures pairs with different maturities which is not common in the literature. In order to separate the price process into continuous and discontinuous components represented by jumps and to pre- cisely localize significant co-jumps a new wavelet-based estimator is used for the analyses. Furthermore, I am studying the co-jump behavior in response to scheduled macroeconomic news announcements. Empirical findings re- veal strong influence of co-jumps to the correlation structure of bond futures across all maturity pairs as well as a significant link between Federal Open Market Committee news announcements and higher probability of co-jump occurrence.
Econometric Analysis of Bitcoin and its 2013 Bubbles
Fišer, Pavel ; Kukačka, Jiří (advisor) ; Skuhrovec, Jiří (referee)
This thesis examines Bitcoin in 2012-2015 period along with the two Bit- coin bubbles - April 2013 and November 2013 - using ARIMA, GARCH and LPPL models. First, we perform standard GARCH analysis along with GARCH rolling estimation and find that the volatility of Bitcoin differs sub- stantially over time and that this relation is best captured by GARCH(1,1) in all studied periods. We also conclude that during the November bubble the number of irrational traders entering the market was much higher than in the April bubble which probably caused greater instability on the Bit- coin market. However, based on Ljung-box test we find these results to be questionable. For that reason, we present LPPL model and study its key parameters - power law growth rate β, frequency of log oscillation ω and its scaling ratio λ - in more detail using standard methodology and "loop analysis". We find that the November bubble experiences much faster os- cillation and lower acceleration rate of power law in comparison with the April bubble. By the end we propose hypothesis that ∆λ serves as a better indicator of the upcoming bubble crash than simple scaling ratio which we concluded to be true in our analysis of the two Bitcoin bubbles. However, further examination of other financial bubbles is needed, in order to support this...
Posuzování účelných nákladů na opravu poškozeného motorového vozidla dle NOZ
Fišer, Pavel ; Kaluža, Zdeněk ; Vincenc, Jiří
Expedient repair costs can be considered as a incurred costs to restore the operability of the vehicle at a level which reflects the proved condition of the vehicle before crash, its age, degree of wear, as well as other relevant circumstances ( usual way of repair and maintenance, origin of the vehicle etc.) by using every commercially available spare parts.
Optimalizace reportingových a evidenčních povinností dle zákona o odpadech a zákona o obalech: Specifikace požadavků na procesy evidenčních povinností ORP. Popis stávajících procesů evidenčních povinností ORP
RRA Ústecký kraj, a.s. ; REKONix, s.r.o. ; APUSO plus, a.s., Praha ; Stefan, Andreas ; Tarant, Zdeněk ; Fišer, Pavel ; Polívka, František ; Bukolský, Milan ; Ulverová, Tereza ; Velenský, Štěpán ; Uskokovičová, Lenka
Analýza stávajících reportingových a evidenčních povinností orgánů ochrany ŽP v oblasti nakládání s odpady a obaly na úrovni obecních úřadů s rozšířenou působností (ORP) podle současné platné právní úpravy v této oblasti, analýza změn vyvolaných harmonizací s komunitárním právem a optimalizace jejich výkonu. Návrh jednotného celorepublikového evidenčního systému sběru a zpracování dat. Cílem první etapy projektu je popis a specifikace evidenčních reportingových povinností podle zákonů o obalech a odpadech a požadavků na tyto procesy. Součástí a důležitým podkladem pro další etapy projektu je i analýza stávajících reportingových a evidenčních povinností na úrovni ORP v oblasti nakládání s odpady a obaly a vlastní procesy při plnění těchto povinností v praxi. Výsledkem první části projektu je zmapování současného stavu reportingových a evidenčních povinností v oblasti odpadů a obalů jak v legislativě, tak v praxi.

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14 Fišer, Petr
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