Value-at-risk based extreme value theory method and copulas : empirical evidence from Central Europe
| Thesis title in Czech: | |
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| Thesis title in English: | Value-at-risk based extreme value theory method and copulas : empirical evidence from Central Europe |
| Academic year of topic announcement: | 2009/2010 |
| Thesis type: | diploma thesis |
| Thesis language: | angličtina |
| Department: | Institute of Economic Studies (23-IES) |
| Supervisor: | doc. PhDr. Jozef Baruník, Ph.D. |
| Author: | hidden - assigned and confirmed by the Study Dept. |
| Date of registration: | 15.06.2010 |
| Date of assignment: | 15.06.2010 |
| Date and time of defence: | 23.06.2010 00:00 |
| Venue of defence: | IES Opletalova |
| Date of electronic submission: | 19.01.2011 |
| Date of proceeded defence: | 23.06.2010 |
| Opponents: | PhDr. Jakub Seidler, Ph.D. |