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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Hypotheses Testing in Financial Time Series
 Kubů, Jan ; Zichová, Jitka (advisor) ; Jonáš, Petr (referee)
Financial data often take the form of time series. In such cases, their analysis is performed using statistical methods for time series. The thesis describes selected parametric and nonparametric tests of random walk hypothesis. Tests are designed against common mutual correlation alternatives but also against trend and cyclic data structure alternatives. The thesis provides the theoretical basis of these tests and their application to real financial data.
Detailed record
Hypotheses Testing in Financial Time Series
 Kubů, Jan ; Zichová, Jitka (advisor) ; Jonáš, Petr (referee)
Financial data often take the form of time series. In such cases, their analysis is performed using statistical methods for time series. The thesis describes selected parametric and nonparametric tests of random walk hypothesis. Tests are designed against common mutual correlation alternatives but also against trend and cyclic data structure alternatives. The thesis provides the theoretical basis of these tests and their application to real financial data.
Detailed record

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