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Modelling Exchange Rate Volatility: GARCH versus Hidden Markov Model approach
Thesis title in Czech: Modelování volatility měnového kurzu: srovnání GARCH a Skrytého Markovova modelu
Thesis title in English: Modelling Exchange Rate Volatility: GARCH versus Hidden Markov Model approach
Academic year of topic announcement: 2021/2022
Thesis type: diploma thesis
Thesis language: angličtina
Department: Institute of Economic Studies (23-IES)
Supervisor: PhDr. František Čech, Ph.D.
Author: hidden - assigned by the advisor
Date of registration: 13.07.2022
Date of assignment: 13.07.2022
 
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