Measuring Extremes: Empirical Application on European Markets
| Thesis title in Czech: | |
|---|---|
| Thesis title in English: | Measuring Extremes: Empirical Application on European Markets |
| Key words: | Extreme Value Theory, Value-at-Risk, Expected Shortfall, Out-of-Sample Backtesting |
| English key words: | Extreme Value Theory, Value-at-Risk, Expected Shortfall, Out-of-Sample Backtesting |
| Academic year of topic announcement: | 2012/2013 |
| Thesis type: | diploma thesis |
| Thesis language: | angličtina |
| Department: | Institute of Economic Studies (23-IES) |
| Supervisor: | Mgr. Krenar Avdulaj, Ph.D. |
| Author: | hidden - assigned by the advisor |
| Date of registration: | 21.06.2012 |
| Date of assignment: | 01.10.2012 |
| Date and time of defence: | 11.02.2015 00:00 |
| Venue of defence: | IES |
| Date of electronic submission: | 05.01.2015 |
| Date of proceeded defence: | 11.02.2015 |
| Opponents: | prof. Ing. Karel Janda, Dr., Ph.D., M.A. |