In the financial industry, it has been increasingly popular to measure risk. One of the most common quantitative measures for assessing risk is Value-at-Risk (VaR). VaR helps to measure extreme risks that an investor is exposed to. In addition to acquiring information of the expected loss, VaR was introduced in the regulatory frameworks of Basel I and II as a standardized measure of market risk. Due to necessity of measuring VaR accurately, this thesis aims to be a contribution to the research field of applying GARCH-models to financial time series in order to forecast the conditional variance and find accurate VaR-estimations. The findings in this thesis is that GARCH-models which incorporate the asymmetric effect of positive and negative returns perform better than a standard GARCH. Further on, leptokurtic distributions have been found to outperform normal distribution. In addition to various models and distributions, various rolling windows have been used to examine how the forecasts differ given window lengths.

Introduktion: Anatomiska variationer i det muskuloskeletala systemet är vanliga bland oss människor och behöver inte nödvändigtvis medföra ökad risk för besvär, men kan påverka en individs funktion. Inom fysioterapi är det viktigt med vetskapen om anatomiska variationers påverkan för att optimalt individanpassa behandling. En typ av anatomisk variation är vinkeln av lårbenshalsen gentemot frontalplanet. Det finns en stark evidens för hur lårbenshalsens vinkel påverkar höftens inåt- och utåtrotation, men det finns begränsad information om hur det påverkar rörligheten i andra rörelseriktningar.   Syfte: Att undersöka om höfter med ‘femoral neck retroversion’ (FNR) har en större grad av passiv flexion i kombination med utåtrotation och abduktion jämfört med enbart passiv flexion i sagittalplan.    Metod: För att avgöra om höfter mötte inklusionskriteriet att en retroversion fanns användes Craig ́s test. Interbedömarreliabilitet av Craig´s test undersöktes med ‘intraclass correlation coefficient’ (ICC). Passiv inåt/utåtrotation mättes sittande på brits och passiv flexion i sagittalplan utfördes ryggliggandes. Vid mätning av passiv flexion i kombination med utåtrotation och abduktion letades det potentiella läget där låret kunde nå närmast bröstet. Goniometer av typ Brodin med 31 cm skänklar användes vid samtliga mätningar. Wilcoxons icke-parametriska test användes för att analysera differensen mellan passiv flexion i kombination med utåtrotation och abduktion och passiv flexion i sagittalplan.  Resultat: 23 personer mellan 18 och 48 år rekryterades, varav 10 kvinnor och 13 män. Därmed undersöktes 46 ben. ICC vid Craig´s test blev 0.73, vilket klassas som moderat reliabilitet. En signifikant skillnad mellan passiv flexion i sagittalplan och passiv flexion i kombination med utåtrotation och abduktion sågs för inkluderade ben (p <0.001). Medianen för denna skillnad var 19o.  Slutsats: Retroverterade höfter har en större grad av passiv flexion i ett mer abducerat och utåtroterat läge jämfört med enbart passiv flexion i sagittalplan. Vidare forskning bör undersöka om det finns ett samband mellan den exakta FNR-vinkeln och differensen mellan flexion i sagittalplan och flexion i kombination med utåtrotation och abduktion. Vidare kan även differensen i flexion jämföras mellan olika grupper med FNR, ‘femoral neck anteversion’ (FNA) och normalspann. Validitet och reliabilitet bör undersökas närmare för metoden att bestämma flexionsvinkel i ett mer abducerat och utåtroterat läge.

The ocean ambient noise is one of the important parameters in sonar equation. The ocean ambient noise includes diverse and complex sources like waves, marine life, ships, and etc. Using different ways to analyze are needed to understand the complicated properties of ambient noise. Empirical equation obtained from linear regression of wind speed and ambient noise data is a common method to predict noise level. In this article, the ambient noise data were collected from experiments at northeastern sea of Taiwan in 2007, 2008 and 2009. Applying corresponding wind speed data to observed noise level the time series, coefficient of determination is used to estimate how noise fit with wind speed data of regression. The K-S test and Sea States are used to determine the wind speed threshold. Although it is the same sea area in three years, the ocean ambient noise still has variations due to time and variance of sound sources, so it is important to be investigated. This study compares the statistical properties and distribution in ambient noise level and frequencies with corresponding wind speed in same season.

Title: Kinesiotherapy in the treatment of patients with eating disorders Summary: The aim of our experiment was evaluate the effect of kineziotherapy (psychomotor therapy) on body image in the treatemnet of the patiens with eating disorders in The Department of Psychiatry on General University Hospital in Prague. The study included 10 women divided into two groups according to the psychiatrist`s diagnosis of anorexia nervosa and bulimia nervosa. The effectiveness of kinesiotherapy was also evaluated about the type of treatment - inpatient of the department for eating disorders and outpatient of the day care institution for eating disorders. We used a validated questionnaire Body Attitude Test (BAT) which is used for negative evaluation of body size, lack of familiarity with one`s own body and general body dissatisfaction. Then we used Test of silhouette according to Stunkard and Test for the evaluation of sensory stimuli according to Petrie. Due to the small sample size, we supplemented the quantitative part with the qualitative interview with open questions. It allowed us to understand the interaction of individuals with their own body. Keywords: anorexia nervosa, bulimia nervosa, kinesiotherapy, psychomotor therapy, body image, Body Attitude Test, Petrie`s test, Stunkard`s test of silhouette, structured...

Title: Kinesiotherapy in the treatment of patients with eating disorders Summary: The aim of our experiment was evaluate the effect of kineziotherapy (psychomotor therapy) on body image in the treatemnet of the patiens with eating disorders in The Department of Psychiatry on General University Hospital in Prague. The study included 10 women divided into two groups according to the psychiatrist`s diagnosis of anorexia nervosa and bulimia nervosa. The effectiveness of kinesiotherapy was also evaluated about the type of treatment - inpatient of the department for eating disorders and outpatient of the day care institution for eating disorders. We used a validated questionnaire Body Attitude Test (BAT) which is used for negative evaluation of body size, lack of familiarity with one`s own body and general body dissatisfaction. Then we used Test of silhouette according to Stunkard and Test for the evaluation of sensory stimuli according to Petrie. Due to the small sample size, we supplemented the quantitative part with the qualitative interview with open questions. It allowed us to understand the interaction of individuals with their own body. Keywords: anorexia nervosa, bulimia nervosa, kinesiotherapy, psychomotor therapy, body image, Body Attitude Test, Petrie`s test, Stunkard`s test of silhouette, structured...

Foi realizado um estudo clínico em 52 pacientes com escoliose idiopática para a comparação das mensurações de gibosidade realizadas com uma régua e um nível d’água em três posições (flexão anterior com os membros superiores livres, flexão anterior com as mãos unidas e na posição sentada) e por três examinadores. Foi também estudado a correlação entre essas medidas com a avaliação radiológica na posição ortostática e em decúbito dorsal por meio das medidas do ângulo de Cobb e da rotação vertebral pelo método Nash & Moe e pelo método de Raimondi, e a comparação da magnitude da curva e da rotação vertebral, mensuradas nas radiografias na posição ortostática e em decúbito dorsal, foi também realizada. Os resultados mostraram uma alta precisão das medidas de gibosidade entre os três examinadores; e quanto as três posições, a posição 1 apresentou uma melhor concordância para mensurar gibosidade, pois quando comparada com a posição 2 e 3 não mostrou diferença significativa. A correlação das medidas de gibosidade com o ângulo de Cobb e com a rotação vertebral foi boa e excelente somente para as curvas torácicas, nas posições 1 e 2. A correlação do ângulo de Cobb com a rotação vertebral pelo método de Raimondi foi melhor do que pelo método Nash & Moe nas curvas torácicas e tóraco-lombares. Foram observadas diferenças significativas das medidas do ângulo de Cobb nas radiografias na posição ortostática e em decúbito dorsal, mas as medidas de rotação vertebral pelos dois métodos mostraram diferenças significativas apenas nas curvas torácicas e tóraco-lombares. / A clinical study were performed in 52 patients with idiopathic scoliosis to the comparison of the measurements of hump deformity performed with a level plane adjusted with a ruler in three positions (forward bending with the upper limb free, forward bending with the hands together and in a position sitting) and by three examiners. This work also studied the correlation among these measurements with the radiologic assessment in erect and supine position through of the measurements of Cobb angle and of the vertebral rotation for the Nash & Moe and the Raimondi method, and the comparison the curve magnitude and of the vertebral rotation, measured in the radiographs in erect and supine position was performed as well. The results showed a high accuracy of the measurements of hump deformity among the three examiners; and as for the three positions, the position 1 showed a better concordance to measure hump deformity, and when compared with the position 2 and 3 it showed no significant difference. The correlation of the measurements of hump deformity with the Cobb angle and vertebral rotation was good and excellent only for the thoracic curve, at the 1 and 2 positions. Correlation of Cobb angle with vertebral rotation for the Raimondi method was better than for the Nash & Moe method at the thoracic and thoracolumbar curves. Significant diferences in the Cobb angle measurements at the standing and supine position were observed, but the measurements of the vertebral rotation for the two methods showed significant differences only at the thoracic and thoracolumbar curves.

In last several years the amount of physical activities during our day time seriously decreased. That phenomenon was caused by reduction of physically demanding works in our jobs and sitting way of spending free time. The result of the previous fact is population fitness worsening and consequently worsening of the labour productivity and health condition. The fitness is tightly connected with the relationship between a man and a movement and sporting activities. It should become the important part of the healthy life style and influence the formation of proper manners of every single man. The fitness is one of the markers of the cardiovascular system condition. And it is considered to be the certain sum of preconditions for optimal reaction on the stress of whatever cause. The regular training, the physical activity and the daily reasonable energetic income are the safest and the least economically demanding ways how to prevent civilisation diseases. The first task of the theses was to assess the fitness of women students of The University of South Bohemia. The fitness was assessed on the base of Ruffier?s test. The second task was to compare the fitness of several groups of students which represented every single faculty of The University of South Bohemia. The both tasks were completed. Two hypotheses were settled and confirmed in purpose to reach the goal of the theses. H1: The numerological value of the Rufier?s test of women students of the Faculty of Education is lower than the result of women from the other faculties. H2: Women students whose result of Ruffier?s test is 0-5 are spending more time by performing physical activity than other students. In this theses, Ruffier?s test as a non-direct way of assessing the fitness has been chosen to confirm the both hypotheses. Ruffier?s test is a simple test to asses the fitness which uses changes of the hearth rate before and after exercising. The test is based on the general premise that the hard body exercising which last for a longer period of time is connected with the rising of heart rate. The heart rate was recorded by sport tester. Heart rate values were set into the pattern for counting the index of Ruffier?s test and consequently classified. Averages of the Ruffier?s index of each faculty were measured and compared. The questionnaire was ad to the Ruffier?s index for better assessing the fitness of students. The questionnaire was composed by thirteen questions. Some of questions were of open and some of close type. The questionnaires were anonymous. Hypothesis H1 was confirmed. The average value of the Ruffier?s index for women students of the pedagogical faculty was 10,7. And the average value of the Ruffier?s index for women students of other faculties was 13. It means the average fitness of women students of pedagogical faculty is better than the average fitness of women students of other faculties. Hypothesis H2 confirmed the correlation between the time spending by physical exercising and the better fitness. The more times weekly women students exercise for more than 30 minutes a day the lower value of the Ruffier?s index they have. The assumption of the average values of the Ruffier?s index of those women from 0 to 5 was overstated. Women student in this project had the average values from 10 to 15 which mean worse values of fitness. Despite the worse values of Ruffier?s index, the correlation between the spending time by exercising and better fitness was confirmed. To sum up, there is a recommendation to compensate the simple monotone physical activity by wide spectrum of physical activities. The sport should be introduced into the life style. The person with a good fitness has less problems with movement, can work for a longer time without break, is strong and capable to fulfil everyday tasks with reserves. The process of improving the fitness is a run for a long distance but it should be the goal of all people no matter of how old they are.

Foi realizado um estudo clínico em 52 pacientes com escoliose idiopática para a comparação das mensurações de gibosidade realizadas com uma régua e um nível d’água em três posições (flexão anterior com os membros superiores livres, flexão anterior com as mãos unidas e na posição sentada) e por três examinadores. Foi também estudado a correlação entre essas medidas com a avaliação radiológica na posição ortostática e em decúbito dorsal por meio das medidas do ângulo de Cobb e da rotação vertebral pelo método Nash & Moe e pelo método de Raimondi, e a comparação da magnitude da curva e da rotação vertebral, mensuradas nas radiografias na posição ortostática e em decúbito dorsal, foi também realizada. Os resultados mostraram uma alta precisão das medidas de gibosidade entre os três examinadores; e quanto as três posições, a posição 1 apresentou uma melhor concordância para mensurar gibosidade, pois quando comparada com a posição 2 e 3 não mostrou diferença significativa. A correlação das medidas de gibosidade com o ângulo de Cobb e com a rotação vertebral foi boa e excelente somente para as curvas torácicas, nas posições 1 e 2. A correlação do ângulo de Cobb com a rotação vertebral pelo método de Raimondi foi melhor do que pelo método Nash & Moe nas curvas torácicas e tóraco-lombares. Foram observadas diferenças significativas das medidas do ângulo de Cobb nas radiografias na posição ortostática e em decúbito dorsal, mas as medidas de rotação vertebral pelos dois métodos mostraram diferenças significativas apenas nas curvas torácicas e tóraco-lombares. / A clinical study were performed in 52 patients with idiopathic scoliosis to the comparison of the measurements of hump deformity performed with a level plane adjusted with a ruler in three positions (forward bending with the upper limb free, forward bending with the hands together and in a position sitting) and by three examiners. This work also studied the correlation among these measurements with the radiologic assessment in erect and supine position through of the measurements of Cobb angle and of the vertebral rotation for the Nash & Moe and the Raimondi method, and the comparison the curve magnitude and of the vertebral rotation, measured in the radiographs in erect and supine position was performed as well. The results showed a high accuracy of the measurements of hump deformity among the three examiners; and as for the three positions, the position 1 showed a better concordance to measure hump deformity, and when compared with the position 2 and 3 it showed no significant difference. The correlation of the measurements of hump deformity with the Cobb angle and vertebral rotation was good and excellent only for the thoracic curve, at the 1 and 2 positions. Correlation of Cobb angle with vertebral rotation for the Raimondi method was better than for the Nash & Moe method at the thoracic and thoracolumbar curves. Significant diferences in the Cobb angle measurements at the standing and supine position were observed, but the measurements of the vertebral rotation for the two methods showed significant differences only at the thoracic and thoracolumbar curves.

No description available.

The quality of food wheat is annually evaluated with all deliveries of agricultural primary production in the chosen farming enterprise. During the years 2008 - 2012 particular characteristics with files of 42 - 222 samples were determined, except for the year of 2009 when only one supply was technologically incorporated to food wheat. Countrywide observation of the quality of food wheat is executed in Agricultural research institute Kroměříž, Ltd and in Agrotest fyto, Ltd. It is co-financed by Ministry of Agriculture within a functional task which follows the project of Ministry of Agriculture number QG50041 Factors of quality and safety with food grains (2005-2010). Harvest samples, obtained from producers in time span 2008-2012, were represented by files of 500-1035 samples. Characteristics which influence the quality of the grains as well as criteria and methods of the evaluation of food wheat were described. Their applications in Agrotest fyto, Ltd and under operating conditions in ZZN Pelhřimov a.s. were given. Average values of observed parameters were calculated from the results of each testing in the laboratory of the detached post Záhoří and consequently compared with countrywide norm and the norm of South Bohemia. The quality of food wheat grains in years 2008-2012 showed a large-scale variability in particular parameters both at countrywide level and in South Bohemia as well as in chosen farming enterprise. Final quality was considerably influenced by course of weather annually.