Fractional Cointegration of Daily High and Low Stock Prices
Thesis title in Czech: | Frakční kointegrace denních maximálních a minimálních cen akcií |
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Thesis title in English: | Fractional Cointegration of Daily High and Low Stock Prices |
Academic year of topic announcement: | 2012/2013 |
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: | 20.08.2013 |
Date of assignment: | 28.08.2013 |
Date and time of defence: | 18.03.2014 00:00 |
Venue of defence: | IES |
Date of electronic submission: | 12.02.2014 |
Date of proceeded defence: | 18.03.2014 |
Opponents: | RNDr. Michal Červinka, Ph.D. |