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  1. Gapko Petr, Šmíd MartinModeling a Distribution of Mortgage Credit Losses , Ekonomický časopis vol.60, 10 (2012), p. 1005-1023 [2012] Download
  2. Gapko Petr, Šmíd MartinDynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors , Finance a úvěr-Czech Journal of Economics and Finance vol.62, 2 (2012), p. 125-140 [2012] Download
  3. Voříšek JanEstimating Stochastic Cusp Model Using Transition Density , Bulletin of the Czech Econometric Society vol.18, 28 (2011), p. 84-95 [2011] Download
  4. Baruník Jozef, Baruníková M.Neural Networks as Semiparametric Option Pricing Tool , Bulletin of the Czech Econometric Society vol.18, 28 (2011), p. 66-83 [2011] Download
  5. Krtek Jiří, Vošvrda MiloslavComparing Neural Networks and ARMA Models in Artificial Stock Market , Bulletin of the Czech Econometric Society vol.18, 28 (2011), p. 53-65 [2011] Download
  6. Krištoufek LadislavOn spurious anti-persistence in the US stock indices , Chaos Solitons & Fractals vol.43, 1 (2010), p. 68-78 [2010] Download DOI: 10.1016/j.chaos.2010.09.001
  7. Gapko Petr, Šmíd MartinModeling a Distribution of Mortgage Credit Losses , IES Working Papers vol.23, 23 (2010), p. 1-23 [2010] Download
  8. Baruník Jozef, Vácha LukášMonte Carlo-based tail exponent estimator , Physica. A : Statistical Mechanics and its Applications vol.389, 21 (2010), p. 4863-4874 [2010] Download DOI: 10.1016/j.physa.2010.06.054
  9. Krištoufek LadislavLocal Scaling Properties and Market Turning Points at Prague Stock Exchange , Acta physica Polonica. B vol.41, 6 (2010), p. 1001-1014 [2010] Download
  10. Krištoufek LadislavLong-range dependence in returns and volatility of Central European Stock Indices , Bulletin of the Czech Econometric Society vol.17, 27 (2010), p. 50-67 [2010] Download
  11. Baruník Jozef, Vácha LukášMonte Carlo-Based Tail Exponent Estimator , IES Working Paper vol.2010, 6 (2010), p. 1-26 [2010] Download
  12. Baruník Jozef, Vošvrda MiloslavCan a stochastic cusp catastrophe model explain stock market crashes? , Journal of Economic Dynamics & Control vol.33, 10 (2009), p. 1824-1836 [2009] DOI: 10.1016/j.jedc.2009.04.004

  1. Ivanková Kristýna, Krištoufek Ladislav, Vošvrda MiloslavEvaluating the Efficient Market Hypothesis by means of isoquantile surfaces and the Hurst exponent , Mathematical Methods in Economics 2011, p. 300-305, Mathematical Methods in Economics 2011, (Jánska Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  2. Baruník Jozef, Vácha LukášModeling multivariate volatility using wavelet-based realized covariance estimator , Mathematical Methods in Economics 2011, p. 29-34, Mathematical Methods in Economics 2011, (Janská Dolina, SK, 06.09.2011-09.09.2011) [2011]
  3. Krištoufek LadislavMultifractal Height Cross-Correlation Analysis , Mathematical Methods in Economics 2011, p. 1-19, Mathematical Methods in Economics 2011, (Jánska Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  4. Omelchenko VadymElliptical Stable Distributions , Mathematical Methods in Economics 2010 , Eds: Houda Michal, Friebelova Jana, Mathematical Methods in Economics 2010, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  5. Ivanková KristýnaApplication of isobars to stock market indices , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 296-301 , Eds: Houda M., Friebelová J., Mathematical Methods in Economics, (Ceske Budejovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  6. Šmíd Martin, Gapko PetrDynamic Model of Losses of Creditor with a Large Mortgage Portfolio , Proceedings of the 47th European Working Group on Financial Modelling, p. 1-10, 47th EWGFM meeting, (Praha, CZ, 28.10.2010-30.10.2010) [2010] Download
  7. Baxa JaromírWhat the Data Say about the Effects of Fiscal Policy in the Czech Republic? , Mathematical Methods in Economics 2010, p. 24-29 , Eds: Houda Michal, Friebelova Jana, Mathematical Methods in Economics, (Ceske Budejovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  8. Veverka PetrBackward stochastic differential equations and its application to stochastic control , Stochastic and Physical Monitoring Systems 2010 - Proceedings, p. 181-189 , Eds: Hobza Tomáš, Stochastic and Physical Monitoring Systems 2010, (Děčín, CZ, 27.06.2010-03.07.2010) [2010] Download
  9. Kuběna Aleš AntonínPexeso ("Concentration game") as an arbiter of bounded-rationality models , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 337-380 , Eds: Houda M., Friebelová J., 28-th International Conference on Mathematical Methods in Economics, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  10. Báťa Karel, Šmíd MartinEquity home bias in the Czech Republic , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 18-23 , Eds: Houda M., Friebelová J., 28-th International Conference on Mathematical Methods in Economics, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  11. Baruník Jozef, Vácha Lukáš, Krištoufek LadislavComovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data , 28th International Conference on Mathematical Methods in Economics 2010, p. 12-17 , Eds: Houda Michal, Friebelová Jana, Mathematical Methods in Economics 2010, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  12. Gapko Petr, Šmíd MartinModeling a distribution of mortgage credit losses , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 150-155 , Eds: Houda M., Friebelová J., 28-th International Conference on Mathematical Methods in Economics, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  13. Krištoufek LadislavMultifractal height cross-correlation analysis, ÚTIA AV ČR, (Praha 2010) Research Report 2281 [2010] Download
  14. Baruník Jozef, Krištoufek LadislavOn Hurst exponent estimation under heavy-tailed distributions, ÚTIA AV ČR, (Praha 2009) Research Report 2267 [2009]
  15. Baruník Jozef, Baruníková M.Neural Networks as Semiparametric Option Pricing Tool, ÚTIA AV ČR, (Praha 2009) Research Report 2266 [2009]
  16. Vošvrda Miloslav, Voříšek JanStochastic Catastrophe Theory, ÚTIA AV ČR, v.v.i, (Praha 2009) Research Report 2253 [2009] Download
  17. Vácha Lukáš, Baruník JozefWhat does the wavelet analysis tell us about the Central European stock markets behavior during the crisis? , Proceedings of 27th International Conference Mathematical Methods in Economics 2009, p. 7-12 , Eds: Brožová Helena, 27th International Conference Mathematical Methods in Economics 2009, (Kostelec nad Černými lesy, CZ, 09.09.2009-11.09.2009) [2009] Download
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