Ověření možností predikce finančních veličin pomocí finančních modelů

Abstract

The work is focused on the verification of the possibility of prediction of financial variables using financial models. By this concept we mean to verify the possibility of predicting the development of stock indexes using ARIMA-GARCH models and geometric Brown motion. The prediction is to estimate the future development of price movements. The thesis is divided into three chapters, while the introductory chapter deals with the basic characteristics of financial time series. The second chapter deals with the description of financial models and the last chapter of the construction prediction.