| Kredit: | 5 |
|---|---|
| Role předmětu: | Anglicky Doktorský Semestr - zimní |
| Garanti: | doc. PhDr. Jozef Baruník Ph.D. |
| Stránky kurzu: | JED412 |
| Literatura: | C. Gandolfo: Economics Dynamics, Springer, 1997 Campbell, Lo, MacKinlay: The Econometrics of Financial Markets, Princeton, 1997 Hamilton: Time Series Analysis, 1994 Tsay: Analysis of Financial Time Series, 2002 |
| Popis: | The aim of this seminar is an analysis of macroeconomic systems primarily by methods of nonlinear dynamics, stochastics dynamics, and nonlinear time series analysis. Special application will be focused on a behavior of the financial markets. |
