Search results
- 1.0507285 - ÚTIA 2020 NL eng J - Journal Article
Krištoufek, Ladislav - Vošvrda, Miloslav
Commodity futures and market efficiency.
Energy Economics. Roč. 42, č. 1 (2014), s. 50-57. ISSN 0140-9883. E-ISSN 1873-6181
R&D Projects: GA ČR GA402/09/0965
Grant - others:GA ČR(CZ) GAP402/11/0948
Institutional support: RVO:67985556
Keywords : Commodities * Long-term memory * Fractal dimension
OECD category: Applied Economics, Econometrics
Impact factor: 2.708, year: 2014
http://library.utia.cas.cz/separaty/2019/E/kristoufek-0507285.pdf
Permanent Link: http://hdl.handle.net/11104/0298748 - 2.0507284 - ÚTIA 2020 RIV NL eng J - Journal Article
Krištoufek, Ladislav - Vošvrda, Miloslav
Gold, currencies and market efficiency.
Physica. A : Statistical Mechanics and its Applications. Roč. 449, č. 1 (2016), s. 27-34. ISSN 0378-4371. E-ISSN 1873-2119
R&D Projects: GA ČR(CZ) GBP402/12/G097
EU Projects: European Commission(XE) 612955 - FINMAP
Institutional support: RVO:67985556
Keywords : Efficient market hypothesis * Gold * Currencies * Fractal dimension * Entropy * Long-term memory
OECD category: Finance
Impact factor: 2.243, year: 2016
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2019/E/kristoufek-0507284.pdf https://www.sciencedirect.com/science/article/pii/S0378437115011036
Permanent Link: http://hdl.handle.net/11104/0298750 - 3.0507282 - ÚTIA 2020 RIV NL eng J - Journal Article
Krištoufek, Ladislav - Vošvrda, Miloslav
Herding, minority game, market clearing and efficient markets in a simple spin model framework.
Communications in Nonlinear Science and Numerical Simulation. Roč. 54, č. 1 (2018), s. 148-155. ISSN 1007-5704. E-ISSN 1878-7274
R&D Projects: GA ČR(CZ) GBP402/12/G097
EU Projects: European Commission(XE) 612955 - FINMAP
Institutional support: RVO:67985556
Keywords : Ising model * Efficient market hypothesis * Monte Carlo simulation
OECD category: Applied Economics, Econometrics
Impact factor: 3.967, year: 2018
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2019/E/kristoufek-0507282.pdf https://www.sciencedirect.com/science/article/pii/S1007570417301867
Permanent Link: http://hdl.handle.net/11104/0298753 - 4.0505687 - ÚTIA 2020 RIV NL eng J - Journal Article
Krištoufek, Ladislav - Vošvrda, Miloslav
Cryptocurrencies market efficiency ranking: Not so straightforward.
Physica. A : Statistical Mechanics and its Applications. Roč. 531, č. 1 (2019), č. článku 120853. ISSN 0378-4371. E-ISSN 1873-2119
R&D Projects: GA ČR(CZ) GBP402/12/G097; GA ČR(CZ) GJ17-12386Y
Institutional support: RVO:67985556
Keywords : Cryptocurrency * Efficient market hypothesis * Efficiency index * Fractal dimension
OECD category: Finance
Impact factor: 2.924, year: 2019
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2019/E/kristoufek-0505687.pdf https://www.sciencedirect.com/science/article/pii/S0378437119304558
Permanent Link: http://hdl.handle.net/11104/0297106 - 5.0474986 - ÚTIA 2018 RIV NL eng J - Journal Article
Krištoufek, Ladislav - Vošvrda, Miloslav
Herding, minority game, market clearing and efficient markets in a simple spin model framework.
Communications in Nonlinear Science and Numerical Simulation. Roč. 54, č. 1 (2018), s. 148-155. ISSN 1007-5704. E-ISSN 1878-7274
R&D Projects: GA ČR(CZ) GBP402/12/G097
EU Projects: European Commission(XE) 612955 - FINMAP
Institutional support: RVO:67985556
Keywords : Ising model * Efficient market hypothesis * Monte Carlo simulation
OECD category: Applied Economics, Econometrics
Impact factor: 3.967, year: 2018
http://library.utia.cas.cz/separaty/2017/E/kristoufek-0474986.pdf
Permanent Link: http://hdl.handle.net/11104/0272091 - 6.0455876 - ÚTIA 2017 RIV NL eng J - Journal Article
Krištoufek, Ladislav - Vošvrda, Miloslav
Gold, currencies and market efficiency.
Physica. A : Statistical Mechanics and its Applications. Roč. 449, č. 1 (2016), s. 27-34. ISSN 0378-4371. E-ISSN 1873-2119
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985556
Keywords : Efficient market hypothesis, * Gold * Currencies, * Fractal dimension * Entropy * Long-Term memory
Subject RIV: AH - Economics
Impact factor: 2.243, year: 2016
http://library.utia.cas.cz/separaty/2016/E/kristoufek-0455876.pdf
Permanent Link: http://hdl.handle.net/11104/0257096 - 7.0431151 - ÚTIA 2015 RIV GB eng J - Journal Article
Krištoufek, Ladislav - Vošvrda, Miloslav
Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy.
European Physical Journal B. Roč. 87, č. 7 (2014), "162-1"-"162-9". ISSN 1434-6028. E-ISSN 1434-6036
R&D Projects: GA ČR(CZ) GBP402/12/G097
EU Projects: European Commission(XE) FP7/2007-2013
Program: FP7
Institutional support: RVO:67985556
Keywords : Statistical and Nonlinear Physics * fractal dimension * stock market efficiency
Subject RIV: AH - Economics
Impact factor: 1.345, year: 2014
http://library.utia.cas.cz/separaty/2014/E/kristoufek-0431151.pdf
Permanent Link: http://hdl.handle.net/11104/0236071 - 8.0420811 - ÚTIA 2015 RIV NL eng J - Journal Article
Krištoufek, Ladislav - Vošvrda, Miloslav
Commodity futures and market efficiency.
Energy Economics. Roč. 42, č. 1 (2014), s. 50-57. ISSN 0140-9883. E-ISSN 1873-6181
R&D Projects: GA ČR GA402/09/0965
Grant - others:GA ČR(CZ) GAP402/11/0948
Program: GA
Institutional support: RVO:67985556
Keywords : commodities * efficiency * entropy * long-term memory * fractal dimension
Subject RIV: AH - Economics
Impact factor: 2.708, year: 2014
http://library.utia.cas.cz/separaty/2013/E/kristoufek-0420811.pdf
Permanent Link: http://hdl.handle.net/11104/0227928 - 9.0411317 - UTIA-B 20050045 RIV CZ eng J - Journal Article
Vácha, Lukáš - Vošvrda, Miloslav
Dynamical agents' strategies and the fractal market hypothesis.
[Dynamické strategie agentů a fraktální hypotéza trhu.]
Prague Economic Papers. Roč. 14, č. 2 (2005), s. 172-179. ISSN 1210-0455. E-ISSN 2336-730X
Grant - others:GA UK(CZ) 454/2004/A EK/FSV
Institutional research plan: CEZ:AV0Z10750506
Keywords : efficient market hypothesis * fractal market hypothesis * agent's investment horizons
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0131400 - 10.0411308 - UTIA-B 20050036 RIV CZ eng J - Journal Article
Kodera, Jan - Sladký, Karel - Vošvrda, Miloslav
A small-open-economy model and endogeous money stock.
[Model malé otevřené ekonomiky a endogenní peněžní nabídka.]
Acta Oeconomica Pragensia. Roč. 13, č. 1 (2005), s. 27-34. ISSN 0572-3043
R&D Projects: GA ČR GA402/03/1292; GA AV ČR IAA7075202
Institutional research plan: CEZ:AV0Z10750506
Keywords : non-linear dynamic model * money market dynamics * uncovered interest rate parity
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0131391