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Pragmatic and stylistic aspects of expressions of futurality in professional economic text and their didactic consequences
Mikuláš, Martin ; Pípalová, Renata (advisor) ; Povolná, Renata (referee) ; Malá, Markéta (referee)
The dissertation surveys the use of expressions of futurality in professional economic texts (the linguistic part). In addition, it investigates didactic aspects of futurality in the process of English as a second language acquisition, focusing on undergraduates in the study programme B 6208 - Economy and Management (the didactic part). The topic was chosen on the basis of the author's empirical experience and the results of pre-tests in the target group. The research is based on a corpus-based linguistic study. Seven representative monographs written by native speakers were selected as a source of relevant information about the use of futural constructions in a written economic text. All the sources were explored by means of corpus query software and instances of selected futural constructions (will, shall, be going to, be about to, be on the point of, be (due) to and the present tense) were excerpted. Functions of the futural constructions were elaborted on the basis of the numerous excerpts and confronted with English for specific (economic) purpose textbooks that are used widely at Czech economic universities. To prove or disaprove their mutual interdependence, the correlation of general language and specific language proficiencies of undergraduates from two universities was measured....
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Pragmatic and stylistic aspects of expressions of futurality in professional economic text and their didactic consequences
Mikuláš, Martin ; Pípalová, Renata (advisor) ; Povolná, Renata (referee) ; Malá, Markéta (referee)
The dissertation surveys the use of expressions of futurality in professional economic texts (the linguistic part). In addition, it investigates didactic aspects of futurality in the process of English as a second language acquisition, focusing on undergraduates in the study programme B 6208 - Economy and Management (the didactic part). The topic was chosen on the basis of the author's empirical experience and the results of pre-tests in the target group. The research is based on a corpus-based linguistic study. Seven representative monographs written by native speakers were selected as a source of relevant information about the use of futural constructions in a written economic text. All the sources were explored by means of corpus query software and instances of selected futural constructions (will, shall, be going to, be about to, be on the point of, be (due) to and the present tense) were excerpted. Functions of the futural constructions were elaborted on the basis of the numerous excerpts and confronted with English for specific (economic) purpose textbooks that are used widely at Czech economic universities. To prove or disaprove their mutual interdependence, the correlation of general language and specific language proficiencies of undergraduates from two universities was measured....
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Range-based volatility estimation and forecasting
Benčík, Daniel ; Baruník, Jozef (advisor) ; Krištoufek, Ladislav (referee)
In this thesis, we analyze new possibilities in predicting daily ranges, i.e. the differences between daily high and low prices. The main focus of our work lies in investigating how models commonly used for daily ranges modeling can be enhanced to provide better forecasts. In this respect, we explore the added benefit of using more efficient volatility measures as predictors of daily ranges. Volatility measures considered in this work include realized measures of variance (realized range, realized variance) and range-based volatility measures (Parkinson, Garman & Klass, Rogers & Satchell, etc). As a subtask, we empirically assess efficiency gains in volatility estimation when using range-based estimators as opposed to simple daily ranges. As another venue of research in this work, we analyze the added benefit of slicing the trading day into different sessions based on trading activity (e.g. Asian, European and American session). In this setting we analyze whether whole-day volatility measures reliably aggregate information coming from all trading sessions. We are led by intuition that different sessions exhibit significantly different characteristics due to different order book thicknesses and trading activity in general. Thus these sessions are expected to provide valuable information concealed in...
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