Analysis of Interdependencies among Central European Stock Markets
| Thesis title in Czech: | Analýza závislostí mezi středoevropskými akciovými trhy |
|---|---|
| Thesis title in English: | Analysis of Interdependencies among Central European Stock Markets |
| English key words: | Central Europe, stock markets, realized correlation, realized bipower correlation, high frequency data, heterogeneous autoregressive model, DCC GARCH model |
| Academic year of topic announcement: | 2011/2012 |
| Thesis type: | rigorosum 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: | 31.01.2012 |
| Date of assignment: | 31.01.2012 |
| Date and time of defence: | 21.03.2012 00:00 |
| Venue of defence: | IES, m 601 |
| Date of electronic submission: | 16.02.2012 |
| Date of proceeded defence: | 21.03.2012 |
| Opponents: | PhDr. Mgr. Michael Princ |