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Bibliografie

46108

  1. Gapko Petr, Šmíd Martin :  Modeling a Distribution of Mortgage Credit Losses , Ekonomický časopis vol.60, 10 (2012), p. 1005-1023 [2012] Download
  2. Gapko Petr, Šmíd Martin :  Modeling a Distribution of Mortgage Credit Losses , IES Working Papers vol.23, 23 (2010), p. 1-23 [2010] Download
  3. Baruník Jozef, Krištoufek Ladislav :  On Hurst exponent estimation under heavy-tailed distributions , Physica. A : Statistical Mechanics and its Applications vol.389, 18 (2010), p. 3844-3855 [2010] Download DOI: 10.1016/j.physa.2010.05.025
  4. Baruník Jozef, Vácha Lukáš :  Wavelet Analysis of Central European Stock Market Behaviour During the Crisis , IES Working Papers vol.2009, 23 (2009), p. 1-14 [2009]
  5. Baruník Jozef, Vácha Lukáš, Vošvrda Miloslav :  Smart predictors in the heterogeneous agent model , Journal of Economic Interaction and Coordination vol.4, 2 (2009), p. 163-172 [2009] DOI: 10.1007/s11403-009-0051-0
  6. Baruník Jozef, Vošvrda Miloslav :  Can 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. Gapko Petr, Šmíd Martin :  Modeling 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
  2. Baruník Jozef, Krištoufek Ladislav :  On Hurst exponent estimation under heavy-tailed distributions, ÚTIA AV ČR, (Praha 2009) Research Report 2267 [2009]
  3. Vácha Lukáš, Baruník Jozef :  What 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
  4. Baruník Jozef, Vácha Lukáš :  Neural Networks with Wavelet Based Denoising Layer: Application to Central European Stock Market Forecasting , Proceedings of 26th International Conference Mathematical Methods in Economics 2008, p. 1-6 , Eds: Řehořová Pavla, Maršíková Kateřina, Mathematical Methods in Economics 2008, (Liberec, CZ, 17.09.2008-19.09.2008) [2008] Download