Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Blackův-Scholesův oceňovací model"'
Autor:
Gříšek, Lukáš
This diploma thesis describes problem of change-points in volatility of the time-series and their impact on price of nancial assets. Those change-points are estimated by using statistical methods and tests. Change-point estimation was tested on simul
Externí odkaz:
http://www.nusl.cz/ntk/nusl-113803
Autor:
Gříšek, Lukáš
This diploma thesis describes problem of change-points in volatility of the time-series and their impact on price of nancial assets. Those change-points are estimated by using statistical methods and tests. Change-point estimation was tested on simul
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::5872cf850ddfe843d970e24529ab8586
http://www.nusl.cz/ntk/nusl-113803
http://www.nusl.cz/ntk/nusl-113803