Tail Behavior of the Central European Stock Markets during the Financial Crisis

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SYSNO ASEP	0349713
Document Type	J - Journal Article
R&D Document Type	Journal Article
Subsidiary J	Ostatní články
Title	Tail Behavior of the Central European Stock Markets during the Financial Crisis
Author(s)	Baruník, Jozef (UTIA-B)_{RID, ORCID} Vácha, Lukáš (UTIA-B)_RID Vošvrda, Miloslav (UTIA-B)_RID
Source Title	AUCO Czech Economic Review, Acta Universitatis Carolinae - OECONOMICA - ISSN 1802-4696 Roč. 4, č. 3 (2010), s. 282-294
Number of pages	14 s.
Language	eng - English
Country	CZ - Czech Republic
Keywords	Financial crisis ; tail behavior ; stock markets ; stable probability distribution
Subject RIV	AH - Economics
R&D Projects	GA402/09/0965 GA ČR - Czech Science Foundation (CSF)
	GD402/09/H045 GA ČR - Czech Science Foundation (CSF)
	GP402/08/P207 GA ČR - Czech Science Foundation (CSF)
CEZ	AV0Z10750506 - UTIA-B (2005-2011)
Annotation	In the paper we research statistical properties of the Central European stock markets
Workplace	Institute of Information Theory and Automation
Contact	Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201.
Year of Publishing	2011

Number of the records: 1