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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Gold price analysis
 Kushnir, Glib ; Drozen, František (advisor) ; Šípek, Ladislav (referee)
The aim of this thesis is to identify the main factors that most affect the market value of gold. The work is divided into four chapters. The first chapter describes the change in the method of gold using from antiquity to the present, then the reader is familiar with the current state of the gold market. The third chapter focuses on ways of investing in gold. It is divided into two parts: direct and indirect forms of investment. The last chapter based on fundamental analysis analyzed the correlation of basic macroeconomic data and gold prices.
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Mathematical modeling of gold price
 ŠMARDA, Tomáš
This bachelor thesis is focused on mathematical modelling of gold price. After introducing basic models of Box-Jenkins methodology and models of conditional hetoskedasticity, the time series was modelled by random walk process. The time series has not constant variance, neither normal distribution, therefore for the second model was considered volatility model GARCH. Using the volatility model GARCH is possible to refine prediction intervals for forecast one step ahead. Results were calculated in R software and MS Excel.
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