Return and volatility spillovers across financial markets in Central Europe
Thesis title in Czech: | Přelivy výnosů a volatility mezi finančními trhy v centrální Evropě |
---|---|
Thesis title in English: | Return and volatility spillovers across financial markets in Central Europe |
Key words: | přelivy výnosů a volatility, spillover indexy, vícerozměrný GARCH model, generalizovaný a strukturální VAR model, finanční trhy |
English key words: | return and volatility spillovers, spillover index, the multivariate GARCH model, the generalized and structural VAR model, financial markets |
Academic year of topic announcement: | 2013/2014 |
Thesis type: | diploma thesis |
Thesis language: | angličtina |
Department: | Institute of Economic Studies (23-IES) |
Supervisor: | doc. PhDr. Jozef Baruník, Ph.D. |
Author: | hidden - assigned by the advisor |
Date of registration: | 26.01.2014 |
Date of assignment: | 26.01.2014 |
Date and time of defence: | 23.06.2015 00:00 |
Venue of defence: | IES |
Date of electronic submission: | 15.05.2015 |
Date of proceeded defence: | 23.06.2015 |
Opponents: | PhDr. František Čech, Ph.D. |
URKUND check: |