Semester - winter
|Course supervisors:|| doc. PhDr. Jozef Baruník Ph.D.
|Literature:||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
|Description:||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.|