Modelování volatility devizových kurzů

Import 22/07/2015The aim of this Diploma thesis is modelling and in-sample forecasting volatility of selected exchange rates using linear and nonlinear conditional heteroskedasticity models. The main aim of the thesis is supported by two partial aims. The first partial aim is to compare whether linear or nonlinear models are more efficient for modelling conditional heteroskedasticity for exchange rates. The second partial aim is to assess the suitability of estimated models to predict volatility. Tested data are time series of daily exchange rates modified to time series of daily logarithmic returns of Slovenian tolar, Cyprus pound, Slovakian koruna and Latvian lat against Euro. Observed period is divided into three parts in order to model volatility of all exchange rates in different relations of domestic countries to European Union. Thesis is divided into six parts including Introduction and Conclusion. Second and third chapter is theoretical and methodological, while the fourth and fifth chapter is practical and empirical.Cílem Diplomové práce je modelování volatility a ve výběru provedená predikce vybraných měnových kurzů za využití lineárních a nelineárních modelů podmíněné heteroskedasticity. Hlavní cíl práce je dále rozdělen na dva dílčí cíle. První z dílčích cílů se věnuje otázce, zda jsou k modelování měnových kurzů podmíněné heteroskedasticity vhodnější lineární nebo nelineární modely. Druhý dílčí cíl zohledňuje, zda jsou odhadnuté modely vhodné k predikování volatility. Testovaná data jsou časové řady denních měnových kurzů upravené na časové řady denních logaritmovaných výnosů Slovinského tolaru, Kyperské libry, Slovenské koruny a Lotyšského latu vůči Euru. Sledovaná časová perioda je rozdělena na tři části za účelem modelovat volatilitu všech měnových kurzů při různém vztahu domácí země vůči Evropské Unii. Práce je rozdělena na šest částí včetně úvodu a závěru. Druhá a třetí kapitola jsou teoretické a metodologické, zatímco čtvrtá a pátá kapitola jsou praktické a empirické.154 - Katedra financívýborn

MOESM2 of Assessment of parental perception of malaria vaccine in Tanzania

Additional file 2. Percentage distribution of perceived awareness and willing to use malaria vaccine. The data provided represent the statistical analysis of awareness and willing to use malaria vaccine. Willingness to use malaria vaccine was higher in both Zanzibar and Tanzania mainland, however, awareness of malaria vaccine was low in the regions, with Zanzibar had the lowest understanding of awareness of malaria vaccine

MOESM1 of Assessment of parental perception of malaria vaccine in Tanzania

Additional file 1. Tool used to collect information on women’s behavioural aspects related to vaccine and malaria Vaccine. The data provided used for analysis of study on “Assessment of parental perception of malaria vaccine in Tanzania: A Case Study”

MOESM3 of Assessment of parental perception of malaria vaccine in Tanzania

Additional file 3. Percentage distribution of perceived benefits, mode of administering malaria vaccine and acceptance of proposed schedule. The data provided represent the statistical analysis of benefits, mode of administering malaria vaccine and acceptance of proposed schedule. Majority of women in both Zanzibar and Tanzania mainland understand the benefits of vaccine and they are ready to send their children for vaccination on any proposed schedule. However, women from Tanzania mainland accept the mode of administration (2-3 jabs) more than women in Zanzibar

Antimalarial drug samples eligible and selected for analyses, by content and source, 2005.

<p>Antimalarial drug samples eligible and selected for analyses, by content and source, 2005.</p

Districts where antimalarial drugs were collection in mainland Tanzania, 2005.

<p>Districts where antimalarial drugs were collection in mainland Tanzania, 2005.</p

HPLC chromatogram showing the separation of mixture of standards of amodiaquine (AQ), quinine (QU), sulphadoxine (SUL) and pyrimethamine (PYR) all at 10 µg/ml; dihydroartemisinin (DHA), artesunate (AS) and artemether (AM) at 2 mg/ml.

<p>HPLC chromatogram showing the separation of mixture of standards of amodiaquine (AQ), quinine (QU), sulphadoxine (SUL) and pyrimethamine (PYR) all at 10 µg/ml; dihydroartemisinin (DHA), artesunate (AS) and artemether (AM) at 2 mg/ml.</p

Antimalarial drug samples collected and eligible for analyses.

<p>Antimalarial drug samples collected and eligible for analyses.</p

Numbers and adjusted percentage of samples not meeting the USP tolerance limits for quality test by active ingredient and potential risk factors.

∞<p>ANTIFOL antimalarials include SP and SMP. SMP samples were tested against only the pyrimethamine standard and should therefore be considered conservative estimates of failure rates.</p>*<p>Statistically significant at the 0.05 level based on the corrected chi square test.</p

Flow chart for BSPZV1 and BSPZV2 study participants.

Flow chart for BSPZV1 and BSPZV2 study participants.</p