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Volatility Modelling of the Selected Stock Market
VRÁNOVÁ, Eliška
The diploma thesis deals with modelling of time series (stock and commodities) by using the models of volatility. The theoretical part focuses on the term of volatility and other terms connected to it. There is a theoretical description of the models as well. The practical part of the thesis focuses on the analysis of the time series and modelling of volatility using the program R.

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