Search results
- 1.0570759 - NHÚ 2024 RIV DE eng J - Journal Article
Drábek, Zdeněk - Kopa, M. - Maciak, M. - Pešta, M. - Vitali, S.
Investment disputes and their explicit role in option market uncertainty and overall risk instability.
Computational Management Science. Roč. 20, č. 1 (2023), č. článku 15. ISSN 1619-697X. E-ISSN 1619-6988
R&D Projects: GA ČR GA18-04630S
Institutional support: RVO:67985998
Keywords : implied volatility * investment disputes * artifcial options
OECD category: Applied Economics, Econometrics
Impact factor: 0.9, year: 2022
Method of publishing: Open access
https://doi.org/10.1007/s10287-023-00447-1
Permanent Link: https://hdl.handle.net/11104/0342093 - 2.0567128 - ÚI 2023 RIV CH eng J - Journal Article
Hrba, M. - Maciak, M. - Peštová, Barbora - Pešta, M.
Bootstrapping Not Independent and Not Identically Distributed Data.
Mathematics. Roč. 10, č. 24 (2022), č. článku 4671. E-ISSN 2227-7390
R&D Projects: GA ČR(CZ) GA21-03658S
Institutional support: RVO:67985807
Keywords : bootstrap * statistical inference * asymptotic normality * weakly dependent data * not identically distributed data * moving block bootstrap * law of large numbers * central limit theorem * psychometric evaluation * non-life insurance
OECD category: Statistics and probability
Impact factor: 2.4, year: 2022
Method of publishing: Open access
https://dx.doi.org/10.3390/math10244671
Permanent Link: https://hdl.handle.net/11104/0338390File Download Size Commentary Version Access 0567128-aoa.pdf 3 426.8 KB OA CC BY 4.0 Publisher’s postprint open-access - 3.0524854 - ÚI 2021 RIV CZ eng J - Journal Article
Pešta, M. - Peštová, Barbora - Maciak, M.
Changepoint Estimation for Dependent and Non-Stationary Panels.
Applications of Mathematics. Roč. 65, č. 3 (2020), s. 299-310. ISSN 0862-7940. E-ISSN 1572-9109
Grant - others:GA ČR(CZ) GJ18-01781Y
Institutional support: RVO:67985807
Keywords : panel data * changepoint * change in means * estimation * dependence * non-stationarity * call options * non-life insurance
OECD category: Statistics and probability
Impact factor: 0.881, year: 2020
Method of publishing: Open access with time embargo
Permanent Link: http://hdl.handle.net/11104/0309102File Download Size Commentary Version Access 0524854-a.pdf 6 178 KB Publisher’s postprint open-access - 4.0524844 - ÚI 2021 RIV US eng J - Journal Article
Maciak, M. - Pešta, M. - Peštová, Barbora
Changepoint in Dependent and Non-Stationary Panels.
Statistical Papers. Roč. 61, č. 4 (2020), s. 1385-1407. ISSN 0932-5026. E-ISSN 1613-9798
Institutional support: RVO:67985807
Keywords : Panel data * Changepoint * Dependence * Non-stationatity * Bootstrap * Call options * Insurance
OECD category: Statistics and probability
Impact factor: 2.234, year: 2020
Method of publishing: Limited access
http://dx.doi.org/10.1007/s00362-020-01180-6
Permanent Link: http://hdl.handle.net/11104/0309101 - 5.0494146 - ÚI 2019 RIV CZ eng J - Journal Article
Maciak, M. - Peštová, Barbora - Pešta, M.
Structural breaks in dependent, heteroscedastic, and extremal panel data.
Kybernetika. Roč. 54, č. 6 (2018), s. 1106-1121. ISSN 0023-5954
Grant - others:GA ČR(CZ) GJ18-00522Y; GA ČR(CZ) GJ18-01781Y
Institutional support: RVO:67985807
Keywords : panel data * dependence within panels * dependence between panels * changepoint * short panels * heteroscedasticity * ratio type statistics * consistency
OECD category: Statistics and probability
Impact factor: 0.560, year: 2018
Permanent Link: http://hdl.handle.net/11104/0287404