Modelling Exchange Rate Volatility: GARCH versus Hidden Markov Model approach
Thesis title in Czech: | Modelování volatility měnového kurzu: srovnání GARCH a Skrytého Markovova modelu |
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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![]() |
Date of registration: | 13.07.2022 |
Date of assignment: | 13.07.2022 |