This thesis focuses on fractal analysis of economic time series. Chapter One introduces fractal analysis as a method of exploring time series and gathers information about progress and current state of understanding in this field. Chapter Two focuses on design and development of computer software, which will calculate selected fractal indices. Chapter Three is experimental and shows the results and discussion of economic time series (popular stock market indexes and currency exchange rate) analysis that have been obtained from the software developed in Chapter Two.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:15558 |
| Date | January 2009 |
| Creators | Krýcha, Josef |
| Contributors | Tichý, Vladimír, Smrčka, Pavel |
| Publisher | Vysoká škola ekonomická v Praze |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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