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Forecasting Volatility in Emerging Financial Markets (GA18-05829S)
of forecasting models based on range-based volatility estimators and compare their performance against same models using realized volatility estimators. A complex thoroughThis project designs procedures for foreca...
Finance
- 2018 - 2022 •
- 2 576 tis. Kč •
- 2 226 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2018 - 31. 12. 2022
Uznané náklady
Podpora ze státního rozpočtu (86%)
Poskytovatel: Grantová agentura České republiky
Modeling the structure and dynamics of energy, commodity and alternative asset prices (GA22-19617S)
such as estimation of volatility and valuation of energy options on non-liquid markets assets, models of commodity futures term structure and volatility spillovers between that will be used are the utilization of high-freq...
Finance
- 2022 - 2024 •
- 5 917 tis. Kč •
- 5 917 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2022 - 31. 12. 2024
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Arbitrage-free modelling of implied volatility. (GA13-25911S)
model for implied volatility estimation which will satisfy all arbitrage-freeThe project deals with modelling of options implied volatility where the implied volatility is considered as a function of strike price ...
AH - Ekonomie
- 2013 - 2017 •
- 2 955 tis. Kč •
- 2 955 tis. Kč •
- GA ČR
Řešení projektu: 1. 2. 2013 - 25. 4. 2017
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Level and sources of electoral volatility in post-communist Europe (GA19-06096S)
. This project is composed of two parts: (1) estimating the level of volatility and its decomposition according to the newness of parties (within- and extra-system volatilityThe project analyses the level and sources of ele...
Political science
- 2019 - 2022 •
- 3 328 tis. Kč •
- 3 328 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2019 - 30. 6. 2022
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Advanced Econometric Models for Option Pricing II – AdEMOP2 (GA21-10768S)
asset by estimating the implied volatility (IV) of options. However, the natural market dynamics introduces various changes in the estimated IV over time. Therefore of the volatility smile when progressing toward...
Applied mathematics
- 2021 - 2023 •
- 4 395 tis. Kč •
- 4 395 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2021 - 31. 12. 2023
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Model of Credit Risk Management in the Czech Republic and its Applicability in the EU Banking Sector (GA402/08/0004)
the prices and volatility of companies' publicly traded common shares. We discuss...
AH - Ekonomie
- 2008 - 2010 •
- 1 676 tis. Kč •
- 1 676 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2008 - 31. 12. 2010
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
High-pressure phase equilibrium and p-V-T behaviour (GP203/09/P141)
of volatile organic solvents. On the one hand they are much more expensive than the usualy used volatile organic solvents but on the other hand they are often not toxic in the elaboration of estimation methods and also for...
CF - Fyzikální chemie a teoretická chemie
- 2009 - 2011 •
- 874 tis. Kč •
- 874 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2009 - 31. 12. 2011
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
BADROP - Profiling of gasoline and volatile components of illegal drugs (VI20172020084)
may be used as further evidence of the correlation between the samples....
CC - Organická chemie
- 2017 - 2022 •
- 12 293 tis. Kč •
- 12 027 tis. Kč •
- MV
Řešení projektu: 1. 1. 2017 - 31. 12. 2022
Uznané náklady
Podpora ze státního rozpočtu (98%)
Poskytovatel: Ministerstvo vnitra
Volatility models and their applications in Economics (GA402/07/0465)
This project builds the on current state of knowledge in the area of modelling volatility of time series (financial data like stock or exchange rate returns in particular) which will be extended in direction to investigating parameter stabil...
AH - Ekonomie
- 2007 - 2008 •
- 220 tis. Kč •
- 220 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2007 - 31. 12. 2008
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Credit Risk Management Techniques their Use and Applicability in the Banking Sector of the Czech Republic (GA402/05/0067)
A methodology, which is theoretically appealing yet analytically tractable is the "Value at Risk" technique for calculating and controlling market as well as credit risk. The proposed research project will enable us to deepen, generalize, and apply s...
AH - Ekonomie
- 2005 - 2007 •
- 1 508 tis. Kč •
- 1 508 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2005 - 31. 12. 2007
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
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