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Your query: Author Sysno/Doc.kind = "^cav_un_auth 0253998 zv^"

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1.
0349666 - ÚTIA 2011 CZ eng V - Research Report
Baxa, Jaromír - Horváth, R. - Vašíček, B.
How Does Monetary Policy Change? Evidence on Inflation Targeting Countries.
Praha: UK FSV – IES, 2010. 55 s. IES Working Papers, 26/2010.
R&D Projects: GA ČR GD402/09/H045
Institutional research plan: CEZ:AV0Z10750506
Keywords : Taylor rule * Inflation targeting * time-varying parameter model
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2010/E/baxa-0349666.pdf
Permanent Link: http://hdl.handle.net/11104/0189842
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0349666.pdf 1 777.1 KB Other open-access
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2.
0343542 - ÚTIA 2011 CZ eng V - Research Report
Krištoufek, Ladislav
Multifractal height cross-correlation analysis.
Praha: ÚTIA AV ČR, 2010. 17 s. Research Report, 2281.
R&D Projects: GA ČR(CZ) GD402/09/H045; GA ČR(CZ) GA402/09/0965
Grant - others:GA UK(CZ) 118310
Institutional research plan: CEZ:AV0Z10750506
Keywords : multifractality * long-range dependence * cross-correlations
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2010/E/kristoufek-multifractal height cross-correlation analysis.pdf
Permanent Link: http://hdl.handle.net/11104/0185995
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0343542.pdf 1 891 KB Other open-access
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3.
0333782 - ÚTIA 2010 CZ eng V - Research Report
Baxa, Jaromír - Horváth, R. - Vašíček, B.
How monetary policy changes in inflation targeting countries.
[Proměny měnové politiky v zemích s inflačním cílováním.]
Praha: ÚTIA AV ČR, 2009. 18 s. Research Report, 2254.
R&D Projects: GA ČR GD402/09/H045
Institutional research plan: CEZ:AV0Z10750506
Keywords : Taylor rule * inflation targeting * monetary policy
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2009/E/baxa-0333782.pdf
Permanent Link: http://hdl.handle.net/11104/0178693
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0333782.pdf 2 880.7 KB Other open-access
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4.
0333549 - ÚTIA 2010 CZ eng V - Research Report
Baruník, Jozef - Vácha, Lukáš - Vošvrda, Miloslav
Power Law Behavior of the Central European Stock Markets During the Financial Crisis.
[Chování středoevropských trhů počas finanční krize.]
Praha: ÚTIA AV ČR, 2009. 17 s. Research Report, 2268.
R&D Projects: GA ČR GA402/09/0965; GA ČR GD402/09/H045; GA ČR GP402/08/P207
Institutional research plan: CEZ:AV0Z10750506
Keywords : power law * stock markets * stable probability distribution
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0178500
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5.
0333548 - ÚTIA 2010 CZ eng V - Research Report
Baruník, Jozef - Krištoufek, Ladislav
On Hurst exponent estimation under heavy-tailed distributions.
[Výběrové vlastnosti Odhadů Hurstova exponentu na datech s težkými chvosty.]
Praha: ÚTIA AV ČR, 2009. 14 s. Research Report, 2267.
R&D Projects: GA ČR GD402/09/H045; GA ČR GA402/09/0965
Grant - others:GAUK(CZ) 46108
Institutional research plan: CEZ:AV0Z10750506
Keywords : Hurst exponent * heavy tails * detrended fluctuation analysis * rescaled range method
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0178499
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6.
0333545 - ÚTIA 2010 CZ eng V - Research Report
Baruník, Jozef - Baruníková, M.
Neural Networks as Semiparametric Option Pricing Tool.
[Neuronové Sítě jako semiparametrická metoda oceňování opcí.]
Praha: ÚTIA AV ČR, 2009. 16 s. Research Report, 2266.
R&D Projects: GA ČR GA402/09/0965; GA ČR GD402/09/H045
Institutional research plan: CEZ:AV0Z10750506
Keywords : option valuation * neural network * S&P 500 index options
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0178497
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7.
0333264 - ÚTIA 2010 CZ eng V - Research Report
Vošvrda, Miloslav - Voříšek, Jan
Stochastic Catastrophe Theory.
[Stochastická teorie katastrof.]
Praha: ÚTIA AV ČR, v.v.i, 2009. 9 s. Research Report, 2253.
R&D Projects: GA ČR GD402/09/H045
Institutional research plan: CEZ:AV0Z10750506
Keywords : stochastic catastrophe theory * Cusp transition density * finite difference
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2009/E/vorisek-stochastic catastrophe theory.pdf
Permanent Link: http://hdl.handle.net/11104/0178295
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0333264.pdf 0 548.7 KB Other open-access
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8.
0333256 - ÚTIA 2010 CZ eng V - Research Report
Vošvrda, Miloslav - Krtek, Jiří
Comparing Neural Networks and Regression Models in Asset Pricing Model with Heterogeneous Beliefs.
[Srovnání modelů regresních a neuronových sítí v modelu oceňování s heterogenními očekáváními.]
Praha: ÚTIA AV ČR, v.v.i, 2009. 8 s. Research Report, 2252.
R&D Projects: GA ČR GD402/09/H045
Institutional research plan: CEZ:AV0Z10750506
Keywords : neural networks * regression * adaptive belief system
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2009/E/krtek-comparing neural networks and regression models in asset pricing model with heterogeneous beliefs.pdf
Permanent Link: http://hdl.handle.net/11104/0178287
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0333256.pdf 2 178.8 KB Other open-access