Dynamics of the volume-volatility relationship in the currency markets
| Thesis title in Czech: | Dynamika vztahu mezi objemy a volatilitou na měnových trzích |
|---|---|
| Thesis title in English: | Dynamics of the volume-volatility relationship in the currency markets |
| Key words: | časově proměnlivé parametry, forex trh, HAR, objem obchodů, prognóza, volatilita |
| English key words: | forecast, FX market, HAR, time-varying parameters, traded volume, volatility |
| Academic year of topic announcement: | 2021/2022 |
| Thesis type: | 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: | 22.06.2022 |
| Date of assignment: | 22.06.2022 |
| Date and time of defence: | 21.06.2023 09:00 |
| Venue of defence: | Opletalova, O314, místnost. č. 314 |
| Date of electronic submission: | 02.05.2023 |
| Date of proceeded defence: | 21.06.2023 |
| Opponents: | prof. Ing. et Ing. Luboš Komárek, M.Sc., MBA, Ph.D. |