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pro vyhledávání: '"Radič, Pavol"'
Autor:
Radič, Pavol
The aim of this thesis is a detailed analysis of selected approaches of unit root testing. First chapter deals with the basic knowledge of the theory of stochastic processes. Further, we describe Dickey-Fuller tests, t-tests and likelihood ratio test
Externí odkaz:
http://www.nusl.cz/ntk/nusl-350850
Publikováno v:
In Materials Today: Proceedings 2020 22 Part 2:287-292
Autor:
Radič, Pavol
The aim of this thesis is a detailed analysis of selected approaches of unit root testing. First chapter deals with the basic knowledge of the theory of stochastic processes. Further, we describe Dickey-Fuller tests, t-tests and likelihood ratio test
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::3899dfbbafbe638e2c13cbf4e776f58c
http://www.nusl.cz/ntk/nusl-500980
http://www.nusl.cz/ntk/nusl-500980
Autor:
Radič, Pavol
This thesis deals with modeling the development of interest rates. It discusses the most popular models of short interest rate. It focuses in detail on widely known short-rate models, i.e. Vašíček, CIR and Ho & Lee model where the dynamics of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::0fa80eb00b2a83ff74ce6926aa6ca6b4
http://www.nusl.cz/ntk/nusl-467331
http://www.nusl.cz/ntk/nusl-467331