Return to search

Modelování volatility na vybraném akciovém trhu / Volatility Modelling of the Selected Stock Market

The diploma thesis deals with modelling of time series (stock and commodities) by using the models of volatility. The theoretical part focuses on the term of volatility and other terms connected to it. There is a theoretical description of the models as well. The practical part of the thesis focuses on the analysis of the time series and modelling of volatility using the program R.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:261063
Date January 2016
CreatorsVRÁNOVÁ, Eliška
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

Page generated in 0.0018 seconds