Search results
- 1.0503249 - ÚT 2020 RIV US eng J - Journal Article
Šimek, Petr - Škramlík, Jiří - Valouch, Viktor
A frequency locked loop strategy for synchronization of inverters used in distributed energy sources.
International Journal of Electrical Power & Energy Systems. Roč. 107, May (2019), s. 120-130. ISSN 0142-0615. E-ISSN 1879-3517
Institutional support: RVO:61388998
Keywords : cascaded delayed signal cancellation * frequency locked loop * frequency and phase jumps
OECD category: Electrical and electronic engineering
Impact factor: 3.588, year: 2019
Method of publishing: Limited access
https://www.sciencedirect.com/science/article/pii/S0142061518306586?via%3Dihub
Permanent Link: http://hdl.handle.net/11104/0298225 - 2.0496049 - NHU-C 2019 RIV GB eng J - Journal Article
Novotný, Jan - Urga, G.
Testing for co-jumps in financial markets.
Journal of Financial Econometrics. Roč. 16, č. 1 (2018), s. 118-128. ISSN 1479-8409. E-ISSN 1479-8417
Institutional support: Progres-Q24
Keywords : co-features * Dow Jones Industrial Average 30 index * jumps and co-jumps
OECD category: Applied Economics, Econometrics
Impact factor: 1.902, year: 2018
Permanent Link: http://hdl.handle.net/11104/0288861 - 3.0490253 - NHÚ 2019 RIV GB eng J - Journal Article
Novotný, Jan - Urga, G.
Testing for co-jumps in financial markets.
Journal of Financial Econometrics. Roč. 16, č. 1 (2018), s. 118-128. ISSN 1479-8409. E-ISSN 1479-8417
R&D Projects: GA ČR(CZ) GA14-27047S
Institutional support: RVO:67985998
Keywords : co-features * Dow Jones Industrial Average 30 index * jumps and co-jumps
OECD category: Applied Economics, Econometrics
Impact factor: 1.902, year: 2018
Permanent Link: http://hdl.handle.net/11104/0284517 - 4.0487659 - ÚTIA 2019 RIV NL eng J - Journal Article
Baruník, J. - Vácha, Lukáš
Do co-jumps impact correlations in currency markets?
Journal of Financial Markets. Roč. 37, č. 1 (2018), s. 97-119. ISSN 1386-4181. E-ISSN 1878-576X
Grant - others:GA ČR(CZ) GA16-14151S
Institutional support: RVO:67985556
Keywords : Co-jumps * Currency markets * Realized covariance * Wavelets * Bootstrap
OECD category: Finance
Impact factor: 1.407, year: 2018
http://library.utia.cas.cz/separaty/2018/E/vacha-0487659.pdf
Permanent Link: http://hdl.handle.net/11104/0282556 - 5.0468765 - NHU-C 2017 RIV NL eng J - Journal Article
Lavička, H. - Lichard, Tomáš - Novotný, Jan
Sand in the wheels or wheels in the sand? Tobin taxes and market crashes.
International Review of Financial Analysis. Roč. 47, October (2016), s. 328-342. ISSN 1057-5219. E-ISSN 1873-8079
Institutional support: PRVOUK-P23
Keywords : price jumps * financial transaction taxes * agent-based modeling
Subject RIV: AH - Economics
Impact factor: 1.457, year: 2016
Permanent Link: http://hdl.handle.net/11104/0266591 - 6.0467419 - NHU-C 2017 RIV CZ cze J - Journal Article
Hanousek, Jan - Kočenda, E. - Novotný, Jan
Shluková analýza skoků na kapitálových trzích.
[Cluster analysis of jumps on capital markets.]
Politická ekonomie. Roč. 64, č. 2 (2016), s. 127-144. ISSN 0032-3233. E-ISSN 0032-3233
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: PRVOUK-P23
Keywords : price jumps measures * nonparametric testing * cluster analysis
Subject RIV: AH - Economics
Impact factor: 0.589, year: 2016
Permanent Link: http://hdl.handle.net/11104/0265520 - 7.0463780 - NHÚ 2017 RIV NL eng J - Journal Article
Lavička, H. - Lichard, Tomáš - Novotný, Jan
Sand in the wheels or wheels in the sand? Tobin taxes and market crashes.
International Review of Financial Analysis. Roč. 47, October (2016), s. 328-342. ISSN 1057-5219. E-ISSN 1873-8079
R&D Projects: GA ČR(CZ) GA14-27047S
Institutional support: RVO:67985998
Keywords : price jumps * financial transaction taxes * agent-based modeling
Subject RIV: AH - Economics
Impact factor: 1.457, year: 2016
Permanent Link: http://hdl.handle.net/11104/0262864 - 8.0459009 - ÚTIA 2017 RIV CZ cze J - Journal Article
Hanousek, Jan - Kočenda, Evžen - Novotný, Jan
Shluková analýza skoků na kapitálových trzích.
[Cluster Analysis of Jumps on Capital Markets.]
Politická ekonomie. Roč. 64, č. 2 (2016), s. 127-144. ISSN 0032-3233. E-ISSN 0032-3233
R&D Projects: GA ČR(CZ) GA14-27047S
Institutional support: RVO:67985556 ; RVO:67985998
Keywords : price jumps measures * nonparametric testing * cluster analysis * financial econometrics * Basel agreements
Subject RIV: AH - Economics
Impact factor: 0.589, year: 2016
http://library.utia.cas.cz/separaty/2016/E/kocenda-0459009.pdf
Permanent Link: http://hdl.handle.net/11104/0259452 - 9.0456184 - ÚTIA 2017 RIV NL eng J - Journal Article
Baruník, Jozef - Křehlík, Tomáš - Vácha, Lukáš
Modeling and forecasting exchange rate volatility in time-frequency domain.
European Journal of Operational Research. Roč. 251, č. 1 (2016), s. 329-340. ISSN 0377-2217. E-ISSN 1872-6860
R&D Projects: GA ČR GA13-32263S
EU Projects: European Commission 612955 - FINMAP
Institutional support: RVO:67985556
Keywords : Realized GARCH * Wavelet decomposition * Jumps * Multi-period-ahead volatility forecasting
Subject RIV: AH - Economics
Impact factor: 3.297, year: 2016
http://library.utia.cas.cz/separaty/2016/E/barunik-0456184.pdf
Permanent Link: http://hdl.handle.net/11104/0260444 - 10.0455373 - NHU-C 2016 RIV NL eng J - Journal Article
Novotný, Jan - Petrov, D. - Urga, G.
Trading price jump clusters in foreign exchange markets.
Journal of Financial Markets. Roč. 24, June (2015), s. 66-92. ISSN 1386-4181. E-ISSN 1878-576X
Institutional support: PRVOUK-P23
Keywords : price jumps * foreign exchange markets * trading
Subject RIV: AH - Economics
Impact factor: 1.726, year: 2015
Permanent Link: http://hdl.handle.net/11104/0255996