Počet záznamů: 1

Application of isobars to stock market indices

  1. 1.
    0352601 - UTIA-B 2011 RIV CZ eng C - Konferenční příspěvek (zahraniční konf.)
    Ivanková, Kristýna
    Application of isobars to stock market indices.
    Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010. České Budějovice: University of South Bohemia, 2010 - (Houda, M.; Friebelová, J.), s. 296-301. ISBN 978-80-7394-218-2.
    [Mathematical Methods in Economics. Ceske Budejovice (CZ), 08.09.2010-10.09.2010]
    Grant CEP: GA ČR GD402/09/H045
    Výzkumný záměr: CEZ:AV0Z10750506
    Klíčová slova: isobars * efficient market hypothesis * nonparametric regression * extreme value theory
    Kód oboru RIV: AH - Ekonomie
    http://library.utia.cas.cz/separaty/2010/E/ivankova-application of isobars to stock market indices.pdf http://library.utia.cas.cz/separaty/2010/E/ivankova-application of isobars to stock market indices.pdf

    Isobar surfaces, a method for describing the overall shape of multidimensional data, are estimated by nonparametric regression and used to evaluate the efficiency of selected markets based on returns of their stock market indices.
    Trvalý link: http://hdl.handle.net/11104/0192076