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0330187 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Vošvrda, Miloslav
Capital Market Efficiency and Tsallis Relative Entropy.
[Výkonnost kapitálových trhů a relativní entropie Tsalise.]
Proceedings of 27th International Conference Mathematical Methods in Economics 2009. Prague: Czech University of Life Sciences Prague, 2009 - (Brožová, H.), s. 340-345. ISBN 978-80-213-1963-9.
[27th International Conference Mathematical Methods in Economics 2009. Kostelec nad Černými lesy (CZ), 09.09.2009-11.09.2009]
R&D Projects: GA ČR GA402/09/0965; GA MŠMT(CZ) LC06075
Institutional research plan: CEZ:AV0Z10750506
Keywords : Capital Market Efficiency * expectation * Famma's approach * Tsallis entropy * macroeconomic equilibrium
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2009/E/vosvrda-capital market efficiency and tsallis relative entropy.pdf
Permanent Link: http://hdl.handle.net/11104/0176033