Thesis (Selection of subject)Thesis (Selection of subject)(version: 336)
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Systemic Risk in the European Financial and Energy Sector: Dynamic Factor Copula Approach
Thesis title in Czech: Systémové riziko ve finančním a energetickém sektoru:
přístup dynamických faktorových kopula funkcí
Thesis title in English: Systemic Risk in the European Financial and Energy Sector:
Dynamic Factor Copula Approach
Key words: Credit default swap, Energetický sektor, Faktorová kopula, Finanční sektor, Generalized Autoregressive Score model, Systémové riziko
English key words: Credit Default Swap, Energy Sector, Factor Copula, Financial Sector, Generalized Autoregressive Score Model, Systemic Risk
Academic year of topic announcement: 2014/2015
Type of assignment: diploma 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: 08.06.2015
Date of assignment: 08.06.2015
Date and time of defence: 23.06.2016 10:30
Venue of defence: IES
Date of electronic submission:13.05.2016
Date of proceeded defence: 23.06.2016
Reviewers: Mgr. Petra Buzková
 
 
 
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