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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Product processes as a tool for financial analysis
 Krejčí, Kateřina ; Zichová, Jitka (advisor) ; Hurt, Jan (referee)
This bachelor thesis discusses product processes as a tool for modeling financial time series. The thesis is divided into the theoretical and the practical part. Basic issues are summarized in the theoretical part. Properties of some moments and correlations are described and derived in this part, parameter estimates of a product process are derived subsequently. The practical part deals further with the parameter estimates. The quality of derived parameter estimates is verified in a simulation study in software Mathematica 9 and the proposed estimates are applied to real financial data. Powered by TCPDF (www.tcpdf.org)
Detailed record
Product processes as a tool for financial analysis
 Krejčí, Kateřina ; Zichová, Jitka (advisor) ; Hurt, Jan (referee)
This bachelor thesis discusses product processes as a tool for modeling financial time series. The thesis is divided into the theoretical and the practical part. Basic issues are summarized in the theoretical part. Properties of some moments and correlations are described and derived in this part, parameter estimates of a product process are derived subsequently. The practical part deals further with the parameter estimates. The quality of derived parameter estimates is verified in a simulation study in software Mathematica 9 and the proposed estimates are applied to real financial data. Powered by TCPDF (www.tcpdf.org)
Detailed record

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