Modelování finančních časových řad
This diploma thesis deals with modelling nancial time series and especially the changing volatility of nancial returns, which is characteristic for them. The theoretical part of the thesis describes several processes with non-constant conditional variance, which form an alternative to the classical...
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| Format: | Dissertation |
| Language: | Czech |
| Published: |
2009
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| Online Access: | http://www.nusl.cz/ntk/nusl-275307 |