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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 forecasting mar...
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
Frequency dependent measurement of financial risk (GA16-14151S)
The project focuses on the identification of the frequency dependent common factors driving quantiles of financial returns and volatility. We hypothesise systematic part of the volatility, while idiosyncratic volatility wil...
AH - Ekonomie
- 2016 - 2020 •
- 2 408 tis. Kč •
- 2 408 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2016 - 22. 7. 2020
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Leveling of emission of ozone precursors (VOC a NOX) from industrial sources enabling its more effective disposal. (2A-2TP1/061)
and compliance of standards for climate protection. Industrial verification will be realized for the case of leveling of VOC emission from volatilization tunnels in industrial paint and possibilities of realization of vari...
DI - Znečištění a kontrola vzduchu
- 2007 - 2010 •
- 9 813 tis. Kč •
- 6 860 tis. Kč •
- MPO
Řešení projektu: 2. 7. 2007 - 31. 12. 2010
Uznané náklady
Podpora ze státního rozpočtu (70%)
Poskytovatel: Ministerstvo průmyslu a obchodu
Nanostructured thin layers for detection of gases and volatile organic compounds (7AMB13AR019)
The aim of this project is preparation and characterization of nano-structured thin layers basen on polyaniline, metals and carbon for detection of gasseous compounds. Preparation and functionalization of polyaniline nanotubes will be realized
JB - Senzory, čidla, měření a regulace
- 2013 - 2014 •
- 240 tis. Kč •
- 240 tis. Kč •
- MŠMT
Řešení projektu: 1. 1. 2013 - 31. 12. 2014
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Ministerstvo školství, mládeže a tělovýchovy
Variance Risk Premium Insights from Short-Term Options, Cross-Sectional Analysis, and Driving Factors (GF25-14398L)
The Variance Risk Premium (VRP) represents the discrepancy between expected and realized market variance, reflecting investors' compensation for taking volatility risk. This study aims to expand the understanding of the VRP by exami...
Criminology, penology
- 2025 - 2027 •
- 4 812 tis. Kč •
- 3 951 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2025 - 31. 12. 2027
Uznané náklady
Podpora ze státního rozpočtu (82%)
Poskytovatel: Grantová agentura České republiky
Selected ion flow tube mass spectrometry studies of volatile compounds emited by bacterial cultures (GA203/09/0256)
diagnosis and therapeutic monitoring is now becoming to be realized. Selected ion flow amounts of volatile compounds in humid air and carried out the first surveys necessary to research volatile emmissions from bacterial c...
CF - Fyzikální chemie a teoretická chemie
- 2009 - 2012 •
- 6 696 tis. Kč •
- 6 696 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2009 - 31. 12. 2012
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Online attention and financial markets (GA20-16786S)
The project aims to explore links between changes in online attention (measured as Google searches) and financial market characteristics (returns, volatility, volume, etc). We will study several related topics. 1) We will investigate impact ...
Finance
- 2020 - 2022 •
- 2 734 tis. Kč •
- 2 734 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2020 - 31. 12. 2022
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Multivariate spectral analysis of financial markets (GA13-32263S)
The project focuses on studying multivariate time-frequency dynamics of financial markets using spectral methods. First target is to formulate new spectral-based realized measures of variance and covariance using wavelets, which will be appl...
AH - Ekonomie
- 2013 - 2017 •
- 2 914 tis. Kč •
- 2 914 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)
The project analyses the level and sources of electoral volatility in post-communist countries. This project focuses on individual-level volatility in consecutive. This project is composed of two parts: (1) estimating the level of <...
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
New approaches to volatile compound generation and atomization useful for applications of analytical atomic spectrometry for trace and ultratrace analysis (GA203/98/0754)
of the volatile compound generation for atomic spectrometry in the field of ultratrace elemental analysis: (A) To develop new approaches to the generation of volatile by the electrochemical reduction and chemical generation of 'oth...
CB - Analytická chemie, separace
- 1998 - 2000 •
- 4 302 tis. Kč •
- 3 019 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 1998 - 1. 1. 2000
Uznané náklady
Podpora ze státního rozpočtu (70%)
Poskytovatel: Grantová agentura České republiky
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