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Bc. Patrik Vasilenko

Bachelor's thesis

Vliv sentimentu na volatilitu akciového indexu

The impact of sentiment on volatility of a stock market index
Abstract:
In this bachelor thesis we study the impact of sentiment on volatility of a market stock index on the financial markets. First, is necessary to define terms volatility, market stock index and sentiment. Afterwards, we describe models for estimation volatility and method of selection data for our models. With these data we generate a models in their basic version and also version advanced with impact …more
Abstract:
V tejto bakalárskej práci študujeme vplyv sentimentu na volatilitu akciového indexu na finančných trhoch. Najprv je potrebné vymedziť pojmy volatilita, akciový index a sentiment. Následne predstavíme modely na odhad volatility a spôsob výberu dát pre naše modely. Pomocou týchto dát vytvoríme modely v základnom tvare a zároveň rozšírené o prvok sentimentu a výsledky týchto modelov porovnáme.
 

Keywords

volatilita akciový index pozornosť sentiemnt volatility attention stock market index
 
Language used: Slovak
Date on which the thesis was submitted / produced: 2. 5. 2022
Identifier: https://is.muni.cz/th/ctz0w/

Thesis defence

  • Date of defence: 16. 6. 2022
  • Supervisor: Ing. Martina Halousková
  • Reader: Ing. Tomáš Plíhal, Ph.D.

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Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakulta
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Masaryk University

Faculty of Economics and Administration

Bachelor programme / field:
Finance / Finance

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