Search results

  1. 1.
    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
     
     
  2. 2.
    0329700 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
    Šmíd, Martin
    Probabilistic properties of the continuous double auction - uniform case.
    [Pravděpodobnostní vlastnosti spojité dvojité aukce - rovnoměrný případ.]
    Proceedings of 27th International Conference Mathematical Methods in Economics 2009. Prague: Czech University of Life Sciences Prague, 2009 - (Brožová, H.), s. 317-322. 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 GA402/07/1113; GA ČR GA402/09/0965; GA MŠMT(CZ) LC06075
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : continuous double auction * limit order market * statistical inference
    Subject RIV: AH - Economics
    http://library.utia.cas.cz/separaty/2009/E/smid-probabilistic properties of the continuous double auction - uniform case.pdf
    Permanent Link: http://hdl.handle.net/11104/0175662
     
     
  3. 3.
    0329682 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
    Kaňková, Vlasta
    A Remark on Empirical Estimates via Economic Problems.
    [Poznámka k empirickým odhadům v ekonomických úlohách.]
    Proceedings of 27th International Conference Mathematical Methods in Economics 2009. Prague: Czech University of Life Sciences Prague, 2009 - (Brožová, H.), s. 169-173. 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 GA402/07/1113; GA ČR(CZ) GA402/08/0107; GA MŠMT(CZ) LC06075
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : Economic problems * Stochastic optimization * Stochastic estimates * Rate convergence * Exponential tails * Pareto tails
    Subject RIV: BB - Applied Statistics, Operational Research
    http://library.utia.cas.cz/separaty/2009/E/kankova-a remark on empirical estimates via economic problems.pdf
    Permanent Link: http://hdl.handle.net/11104/0175650
     
     
  4. 4.
    0315072 - ÚTIA 2009 RIV CZ eng C - Conference Paper (international conference)
    Baruník, Jozef - Vošvrda, Miloslav
    Cusp Catastrophe Theory: Application to U.S. Stock.
    [Aplikace teorie katastrof typu CUSP na akciove trhy USA.]
    Proceedings of 26th International Conference Mathematical Methods in Economics 2008. Liberec: Technical University of Liberec, 2008 - (Řehořová, P.; Maršíková, K.), s. 12-25. ISBN 978-80-7372-387-3.
    [Mathematical Methods in Economics 2008. Liberec (CZ), 17.09.2008-19.09.2008]
    R&D Projects: GA MŠMT(CZ) LC06075; GA ČR(CZ) GA402/06/0990
    Grant - others:GA UK(CZ) 41108
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : cusp catastrophe * bifurcation * singularity * nonlinear dynamics * stock market crash
    Subject RIV: AH - Economics
    http://library.utia.cas.cz/separaty/2008/E/barunik-0315072.pdf
    Permanent Link: http://hdl.handle.net/11104/0165390
     
     
  5. 5.
    0311434 - ÚTIA 2009 RIV SK eng C - Conference Paper (international conference)
    Baruník, Jozef - Vošvrda, Miloslav
    Application of Cusp Catastrophe Theory to U.S. Stock Market Crashes.
    [Aplikace teorie katastrof typu CUSP na krachy kapitálového trhu v USA.]
    Quantitative Methods in Economics: Multiple Criteria Decision making XIV. Bratislava: University of Economics in Bratislava, 2008 - (Reiff, S.), s. 19-27. ISBN 978-80-8078-217-7.
    [Quantitative Methods in Economics: Multiplie Criteria Decision Making XIV. Tatranská Lomnica (SK), 05.07.2008-07.07.2008]
    R&D Projects: GA ČR(CZ) GA402/06/0990; GA ČR(CZ) GA402/08/0107
    Grant - others:MŚMT(CZ) LC06075
    Program: LC
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : cusp catastrophe * bifurcation, * singularity * stock market crash * nonlinear dynamics
    Subject RIV: AH - Economics
    Permanent Link: http://hdl.handle.net/11104/0163050
     
     


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