0507283 - ÚTIA 2020 RIV CZ eng C - Conference Paper (international conference)
Krištoufek, Ladislav - Vošvrda, MiloslavCapital market efficiency in the Ising model environment: Local and global effects.
Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016. Liberec: Technical University, 2016 - (Kocourek, A.; Vavroušek, M.), s. 465-470. ISBN 978-80-7494-296-9.
[MME 2016. International Conference Mathematical Methods in Economics /34./. Liberec (CZ), 06.09.2016-09.09.2016]
R&D Projects: GA ČR(CZ) GBP402/12/G097
EU Projects: European Commission(XE) 612955 - FINMAP
Institutional support: RVO:67985556
Keywords : Ising model * efficient market hypothesis * Monte Carlo simulation
OECD category: Applied Economics, Econometrics
http://library.utia.cas.cz/separaty/2019/E/kristoufek-0507283.pdf
Permanent Link: http://hdl.handle.net/11104/0298751
