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This thesis deals with stock modelling using ARCH and GARCH time series. Important aspect of stock modelling is to capture volatility correctly. Volatility in finance is usually defined as a standard deviation of asset returns. Many different models, which are summarized in the first part of this thesis, are used to model volatility. This thesis focus on multivariate volatility models including multivariate GARCH models. An approach to constructing a conditional maximum likelihood estimate to these methods is given. Discussed theory is applied on real financial data. In numeric application there is a construction of a volatility estimates for two specific stocks using models described in the first part of this thesis. Using the same financial data various bivariate models are compared. Based on comparison using maximum likelihood a specific model for these stocks is recommended. Powered by TCPDF (www.tcpdf.org)

This thesis first describes the Lasso method and its adaptive improvement. Then the basic theoretical properties are shown and different algorithms are introduced. The main part of this thesis is application of the Lasso method to AR, MA and ARCH time series and to REGAR, REGMA and REGARCH models. An algorithm of the adaptive Lasso in a more general time series model, which includes all above mentioned models and series, is developed. The properties of methods and algorithms are shown on simulations and on a practical example. Powered by TCPDF (www.tcpdf.org)

Tato diplomová práce je zaměřená na problematiku týkající se sezónního očišťování časových řad založené na Boxově-Jenkinsově metodologii. Její nedílnou součástí je aplikace dvou nejpoužívanějších metod (X12 ARIMA, TRAMO/SEATS) na konkrétních datech ? čtvrtletní hodnoty HDP vybraných zemí EU - 25 a čtvrtletní míra nezaměstnanosti v populaci 15 - 24 let u vybraných zemí EU - 25.

Práce se zabývá zhodnocením dosavadní situace migrace v České republice a nastíněním budoucího vývoje. Na úvodní kapitolu týkající se definování pojmů a aspektů migrace navazuje historický vývoj této problematiky v českých zemích od roku 1945 a pohled na migraci z hlediska genderu. Čtvrtá kapitola popisuje legislativní vymezení a současnou situaci cizinců a podrobněji analyzuje problematické oblasti integrace cizinců do majoritní společnosti a upozorňuje na nedostatky v této oblasti. Poslední kapitola zachycuje demografickou situaci České republiky a grafickou analýzu pěti nejčastějších národností cizinců v České republice, která společně s posouzením vývoje časových řad slouží k úsudkům o chování migrantů do budoucnosti. Zároveň se snažím vyvracet negativní mýty týkající se cizinců, uvádět je na pravou míru a zdůraznit důležitost a přínosnost imigrace pro naši zemi.

This diploma thesis deals with economical analysis the Administration of National Park Podyjí as governmental organization established by the Ministry of the Environment of the Czech Republic. The part of analysis is comparison with other national park which represents the Administration of the National Park České Švýcarsko, as a governmental department. Economic analysis of investigated subjects was focused on financial statement (statement of profits and losses) and selected economic indicators. The analysis was running in years 2008 -- 2012. In the diploma thesis were used basic characteristics of the time series (simple arithmetic mean, mean absolute increase, the growth rate and the average growth rate). The goal of the diploma thesis is evaluate and compare selected economic indicators of national parks.

The aim of this study is identification of the macroeconomic indicators, which have an influence on the Czech export to the states of the European Union, namely to Slovakia, Germany and Poland in the years 1999-2013. The partial aim is confirmation or rejection of the fact, that the economic growth in these states has an influence on the Czech export. The analysis is made due to multiple regression models for every state. This study is also focused on the economic crisis in the years 2008-2009 and the influence on the Czech export. Recommendations and suggestions are mentioned in the end of this study.

The aim of this diploma thesis is to evaluate inter-district disparities in South-Moravian region by means of analysis of demographic development in time period from 2002 to 2012. The thesis is focused on the structure of population and vital statistics (mortality, birth rate, abortion rate, marriage rate, divorce rate, migration and population increase). The development of mortality, birth rate, average population up to 2015 is predicted using methods of analytical compensation of time series. This thesis includes the theoretical part where characteristics and terms related to a process of demographic development are introduced followed by the practical part with the analysis of demographic development in districts of South-Moravian region.