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Tail Behavior of the Central European Stock Markets during the Financial Crisis
- 1.0349713 - ÚTIA 2011 RIV CZ eng J - Journal Article
Baruník, Jozef - Vácha, Lukáš - Vošvrda, Miloslav
Tail Behavior of the Central European Stock Markets during the Financial Crisis.
AUCO Czech Economic Review. Roč. 4, č. 3 (2010), s. 282-294. ISSN 1802-4696
R&D Projects: GA ČR GA402/09/0965; GA ČR GD402/09/H045; GA ČR GP402/08/P207
Grant - others:GA MŠk(CZ) 0021620840
Institutional research plan: CEZ:AV0Z10750506
Keywords : Financial crisis * tail behavior * stock markets * stable probability distribution
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2010/E/barunik-0349713.pdf
In the paper we research statistical properties of the Central European stock markets
Permanent Link: http://hdl.handle.net/11104/0189875
Number of the records: 1