Search results
- 1.0395886 - ÚTIA 2014 RIV CZ eng C - Conference Paper (international conference)
Krištoufek, Ladislav - Vošvrda, Miloslav
Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy.
Proceedings of the 31st International Conference Mathematical Methods in Economics 2013. Jihlava: College of Polytechnics Jihlava, 2013 - (Vojáčková, H.), s. 470-475. ISBN 978-80-87035-76-4.
[MME 2013. International Conference on Mathematical Methods in Economics 2013 /31./. Jihlava (CZ), 11.09.2013-13.09.2013]
R&D Projects: GA ČR GA402/09/0965
Grant - others:MŠk(CZ) SVV265504
Institutional support: RVO:67985556
Keywords : capital market efficiency * long-range dependence * fractal dimension * approximate entropy
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2013/E/kristoufek-measuring capital market efficienci long-term memory fractal dimension and approximate entropy.pdf
Permanent Link: http://hdl.handle.net/11104/0223789 - 2.0381818 - ÚTIA 2013 RIV NL eng J - Journal Article
Krištoufek, Ladislav - Vošvrda, Miloslav
Measuring capital market efficiency: Global and local correlations structure.
Physica. A : Statistical Mechanics and its Applications. Roč. 392, č. 1 (2013), s. 184-193. ISSN 0378-4371. E-ISSN 1873-2119
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985556
Keywords : Capital market efficiency * Fractal dimension * Long-range dependence * Short-range dependence
Subject RIV: AH - Economics
Impact factor: 1.722, year: 2013
http://library.utia.cas.cz/separaty/2012/E/kristoufek-measuring capital market efficiency global and local correlations structure.pdf
Permanent Link: http://hdl.handle.net/11104/0212200 - 3.0330187 - 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