Search results
- 1.0340741 - NHÚ 2010 RIV CZ eng C - Conference Paper (international conference)
Bena, Jan - Ondko, P.
Financial development and allocation of external finance.
Proceedings of 27th International Conference Mathematical Methods in Economics 2009. Prague: Czech University of Life Sciences Prague, 2009 - (Brožová, H.), s. 19-23. 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]
Institutional research plan: CEZ:AV0Z70850503
Keywords : financial system * allocation of resources * external finance
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0183923 - 2.0337846 - NHU-C 2010 RIV CZ eng C - Conference Paper (international conference)
Novotný, Jan
Price jumps analysis of the PSE and Visegrad indices.
Proceedings of 27th International Conference Mathematical Methods in Economics 2009. Prague: Czech University of Life Sciences Prague, 2009 - (Brožová, H.), s. 245-248. 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(CZ) GA402/08/1376
Institutional research plan: CEZ:MSM0021620846
Keywords : market data * price jumps * scale behavior
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0181750 - 3.0337840 - NHU-C 2010 RIV CZ eng C - Conference Paper (international conference)
Hanousek, Jan - Kočenda, Evžen
Effects of scheduled versus unexpected news in intraday price movements: the evidence from new European stock markets.
Proceedings of 27th International Conference Mathematical Methods in Economics 2009. Prague: Czech University of Life Sciences Prague, 2009 - (Brožová, H.), s. 103-108. 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(CZ) GA402/08/1376
Institutional research plan: CEZ:MSM0021620846
Keywords : stock markets * intraday price movements * price discovery * macroeconomic news
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0181745 - 4.0337833 - NHU-C 2010 RIV CZ eng C - Conference Paper (international conference)
Shamshur, Anastasiya
Is the stability of the leverage ratios determined by the stability of the economy?
Proceedings of 27th International Conference Mathematical Methods in Economics 2009. Prague: Czech University of Life Sciences Prague, 2009 - (Brožová, H.), s. 284-289. 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 GA402/09/1595
Institutional research plan: CEZ:MSM0021620846
Keywords : capital structure * financing decisions * ownership
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0181739 - 5.0337808 - NHU-C 2010 RIV CZ eng C - Conference Paper (international conference)
Hanousek, Jan - Kočenda, Evžen
Divide and privatize: firms break-up and performance.
Proceedings of 27th International Conference Mathematical Methods in Economics 2009. Prague: Czech University of Life Sciences Prague, 2009 - (Brožová, H.), s. 174-177. 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 GA402/09/1595
Institutional research plan: CEZ:MSM0021620846
Keywords : divestiture * corporate performance * emerging markets * endogeneity
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0181725 - 6.0337807 - NHU-C 2010 RIV CZ eng C - Conference Paper (international conference)
Bena, J. - Ondko, Peter
Financial development and allocation of external finance.
Proceedings of 27th International Conference Mathematical Methods in Economics 2009. Prague: Czech University of Life Sciences Prague, 2009 - (Brožová, H.), s. 19-23. 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 GA402/09/1595
Institutional research plan: CEZ:MSM0021620846
Keywords : financial system * allocation of resources * external finance
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0181724 - 7.0330187 - 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 - 8.0329700 - 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 - 9.0329687 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Kopa, Miloš
Stability of SSD portfolio efficiency - monthly versus yearly returns.
[Stabilita SSD eficience portfolia - měsíční versus roční výnosy.]
Proceedings of 27th International Conference Mathematical Methods in Economics 2009. Prague: Czech University of Life Sciences Prague, 2009 - (Brožová, H.), s. 184-187. 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
Grant - others:GA ČR(CZ) GP201/07/P107
Institutional research plan: CEZ:AV0Z10750506
Keywords : second-order stochastic dominance * portfolio inefficiency * scenario approach
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2009/E/kopa-stability of ssd portfolio efficiency - monthly versus yearly returns.pdf
Permanent Link: http://hdl.handle.net/11104/0175654 - 10.0329682 - 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