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9 (0,316s) •

Project

Volatility models and their applications in Economics (GA402/07/0465)

stability in more complex models comparing to GARCH(1,1) and multiple or gradual...

AH - Ekonomie

  • 2007 - 2008
    • •
  • 220 tis. Kč
    • •
  • 220 tis. Kč
    • •
  • GA ČR
Project

PALS Laser System - audiovisual work (LP0033)

The audiovisual work created within the framework of the project is aimed at popularization of the physics of high power lasers and of laser plasmas. It renders the journey of the ASTERIX IV terawattt iodine laser from the Max Planck Institute of Qua...

BH - Optika, masery a lasery

  • 2000 - 2000
    • •
  • 390 tis. Kč
    • •
  • 370 tis. Kč
    • •
  • MŠMT
Project

Set-up of a computer network for the PALS international user's laboratory (LB98223)

Planck Institute of Quantum Optics, Garching, Germany. The PALS laboratory will be placed in the new laser hall in the Institute of Plasma Physics, Prague. This international laboratory will be used by domestic and external research workers ...

JC - Počítačový hardware a software

  • 1998 - 2000
    • •
  • 4 448 tis. Kč
    • •
  • 1 982 tis. Kč
    • •
  • MŠMT
Project

Analysis of high-frequency data at financial markets (GA402/05/0128)

(ARCH, GARCH) and further suitable non-linear models (threshold, autoregressive etc...

AH - Ekonomie

  • 2005 - 2007
    • •
  • 742 tis. Kč
    • •
  • 742 tis. Kč
    • •
  • GA ČR
Project

Financial time series modelling and risk estimation (GP13-18300P)

. This research is focused on the copula functions and possible integration of some GARCH type...

AH - Ekonomie

  • 2013 - 2015
    • •
  • 676 tis. Kč
    • •
  • 676 tis. Kč
    • •
  • GA ČR
Project

Build-up of the PALS (Prague Asterix Laser System) International Laboratory (LA 042)

The key device of the newly established international users laboratory PALS (Prague Asterix Laser System) is the terawatt laser system ASTERIX transferred to the Czech Repblic from the Institute of Quantum Optics (MPQ, Garching at Munich) fr...

BH - Optika, masery a lasery

  • 1998 - 1999
    • •
  • 84 250 tis. Kč
    • •
  • 23 950 tis. Kč
    • •
  • MŠMT
Project

Dynamic models of risk in finance and insurance (GA17-00676S)

time series (state space representation of models GARCH). It seems useful to extend...

AH - Ekonomie

  • 2017 - 2019
    • •
  • 2 745 tis. Kč
    • •
  • 2 211 tis. Kč
    • •
  • GA ČR
Project

Sentiment and its impact on stock markets (GA16-26353S)

), and stock market returns and volatility. We employ GARCH models, cross-sectional, panel...

AH - Ekonomie

  • 2016 - 2020
    • •
  • 3 349 tis. Kč
    • •
  • 2 993 tis. Kč
    • •
  • GA ČR
Project

Monetary policy transparency Theory and empirical evaluation (GAP402/10/0448)

and fundamentals and examine the communication effects within the GARCH-type models....

AH - Ekonomie

  • 2010 - 2011
    • •
  • 872 tis. Kč
    • •
  • 872 tis. Kč
    • •
  • GA ČR
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