Multivariate GARCH
| Thesis title in Czech: | Viacrozmerný GARCH |
|---|---|
| Thesis title in English: | Multivariate GARCH |
| Key words: | viacrozmerný GARCH, VECH, BEKK, O-GARCH, GO-GARCH, CCC, DCC |
| English key words: | multivariate GARCH, VECH, BEKK, O-GARCH, GO-GARCH, CCC, DCC |
| Academic year of topic announcement: | 2013/2014 |
| Thesis type: | rigorosum thesis |
| Thesis language: | angličtina |
| Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: | |
| Author: | hidden - assigned and confirmed by the Study Dept. |
| Date of registration: | 20.06.2014 |
| Date of assignment: | 20.06.2014 |
| Confirmed by Study dept. on: | 20.06.2014 |
| Date and time of defence: | 05.02.2015 12:00 |
| Date of electronic submission: | 24.06.2014 |
| Date of submission of printed version: | 20.06.2014 |
| Date of proceeded defence: | 05.02.2015 |
| Opponents: | doc. RNDr. Martin Branda, Ph.D. |
| RNDr. Lucie Mazurová, Ph.D. | |
| Advisors: | doc. RNDr. Jan Hurt, CSc. |