Search results
- 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 - 2.0329700 - 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 - 3.0329682 - 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 - 4.0315072 - 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 - 5.0311434 - 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