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  1. Trnka R., Kuška M., Tavel P., Kuběna Aleš Antonín :  Social work leaders' authenticity positively influences their dispositions toward ethical decision-making , European Journal of Social Work vol.23, 5 (2020), p. 809-825 [2020] Download Download DOI: 10.1080/13691457.2019.1608513
  2. Krištoufek Ladislav, Vošvrda Miloslav :  Cryptocurrencies market efficiency ranking: Not so straightforward , Physica. A : Statistical Mechanics and its Applications vol.531, 120853 [2019] Download Download DOI: 10.1016/j.physa.2019.04.089
  3. Polach J., Kukačka Jiří :  Prospect Theory in the Heterogeneous Agent Model , Journal of Economic Interaction and Coordination vol.14, 1 (2019), p. 147-174 [2019] Download Download DOI: 10.1007/s11403-018-0219-6
  4. 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 vol.54, 1 (2018), p. 148-155 [2018] Download Download DOI: 10.1016/j.cnsns.2017.05.025
  5. Voříšek Jan :  Estimation and bimodality testing in the cusp model , Kybernetika vol.54, 4 (2018), p. 798-814 [2018] Download Download DOI: 10.14736/kyb-2018-4-0798
  6. Kočenda Evžen :  Survey of volatility and spillovers on financial markets , Prague Economic Papers vol.27, 3 (2018), p. 293-305 [2018] Download DOI: 10.18267/j.pep.650
  7. Kočenda Evžen :  European perspective on the links among public investments, banking and sovereign risk , Public Sector Economics vol.42, 2 (2018), p. 105-109 [2018] Download DOI: 10.3326/pse.42.2.3
  8. Afonso A., Baxa Jaromír, Slavík M. :  Fiscal developments and financial stress: a threshold VAR analysis , Empirical Economics vol.54, 2 (2018), p. 395-423 [2018] Download DOI: 10.1007/s00181-016-1210-5
  9. Baumöhl E., Kočenda Evžen, Lyócsa S., Výrost T. :  Networks of volatility spillovers among stock markets , Physica. A : Statistical Mechanics and its Applications vol.490, 1 (2018), p. 1555-1574 [2018] Download DOI: 10.1016/j.physa.2017.08.123
  10. 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 vol.54, 1 (2018), p. 148-155 [2018] Download DOI: 10.1016/j.cnsns.2017.05.025
  11. Staněk F., Kukačka Jiří :  The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market , Computational Economics vol.51, 4 (2018), p. 865-892 [2018] Download DOI: 10.1007/s10614-017-9649-9
  12. Šmíd Martin, Kopa Miloš :  Dynamic Model of Market with Uninformed Market Maker , Kybernetika vol.53, 5 (2017), p. 922-958 [2017] Download DOI: 10.14736/kyb-2017-5-0922
  13. Kukačka Jiří, Baruník Jozef :  Estimation of Financial Agent-Based Models with Simulated Maximum Likelihood , Journal of Economic Dynamics & Control vol.85, 1 (2017), p. 21-45 [2017] Download DOI: 10.1016/j.jedc.2017.09.006
  14. Avdulaj Krenar, Baruník Jozef :  Semiparametric nonlinear quantile regression model for financial returns , Studies in Nonlinear Dynamics and Econometrics vol.21, 1 (2017), p. 81-97 [2017] Download DOI: 10.1515/snde-2016-0044
  15. Baxa Jaromír, Plašil M., Vašíček B. :  Inflation and the steeplechase between economic activity variables: evidence for G7 countries , The B.E. Journal of Macroeconomics vol.17, 1 (2017), p. 1-42 [2017] Download DOI: 10.1515/bejm-2015-0155
  16. Krištoufek Ladislav, Vošvrda Miloslav :  Gold, currencies and market efficiency , Physica. A : Statistical Mechanics and its Applications vol.449, 1 (2016), p. 27-34 [2016] Download Download DOI: 10.1016/j.physa.2015.12.075
  17. Kuška M., Trnka R., Kuběna Aleš Antonín, Růžička J. :  Free Associations Mirroring Self- and World-Related Concepts: Implications for Personal Construct Theory, Psycholinguistics and Philosophical Psychology , Frontiers in Psychology vol.7, 981 [2016] Download DOI: 10.3389/fpsyg.2016.00981
  18. Šmíd Martin :  Estimation of zero-intelligence models by L1 data , Quantitative Finance vol.16, 9 (2016), p. 1423-1444 [2016] Download DOI: 10.1080/14697688.2016.1149612
  19. Baruník Jozef, Hlínková M. :  Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression , Economic Modelling vol.54, 1 (2016), p. 503-514 [2016] Download DOI: 10.1016/j.econmod.2016.01.014
  20. Baruník Jozef, Křehlík Tomáš :  Combining high frequency data with non-linear models for forecasting energy market volatility , Expert Systems With Applications vol.55, 1 (2016), p. 222-242 [2016] Download DOI: 10.1016/j.eswa.2016.02.008
  21. Krištoufek Ladislav, Vošvrda Miloslav :  Gold, currencies and market efficiency , Physica. A : Statistical Mechanics and its Applications vol.449, 1 (2016), p. 27-34 [2016] Download DOI: 10.1016/j.physa.2015.12.075
  22. Baruník Jozef, Malinská B. :  Forecasting the term structure of crude oil futures prices with neural networks , Applied Energy vol.164, 1 (2016), p. 366-379 [2016] Download DOI: 10.1016/j.apenergy.2015.11.051
  23. Zapletal F., Šmíd Martin :  Mean-risk optimal decision of a steel company under emission control , Central European Journal of Operations Research vol.24, 2 (2016), p. 435-454 [2016] Download DOI: 10.1007/s10100-015-0430-7
  24. Vakrman T., Krištoufek Ladislav :  Underpricing, underperformance and overreaction in initial public offerings: Evidence from investor attention using online searches , SpringerPlus vol.4 [2015] Download DOI: 10.1186/s40064-015-0839-4
  25. Pavlíček J., Krištoufek Ladislav :  Nowcasting Unemployment Rates with Google Searches: Evidence from the Visegrad Group Countries , PLoS ONE vol.10, e0127084 [2015] Download DOI: 10.1371/journal.pone.0127084
  26. Krištoufek Ladislav :  What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis , PLoS ONE vol.10, e0123923 [2015] Download DOI: 10.1371/journal.pone.0123923
  27. Baxa Jaromír, Plašil M., Vašíček B. :  Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries , Economic Modelling vol.44, 1 (2015), p. 116-130 [2015] Download DOI: 10.1016/j.econmod.2014.10.028
  28. Baruník Jozef, Dvořáková S. :  An Empirical Model Of Fractionally Cointegrated Daily High And Low Stock Market Prices , Economic Modelling vol.45, 1 (2015), p. 193-206 [2015] Download DOI: 10.1016/j.econmod.2014.11.024
  29. Janžura Martin :  On the Tsallis Entropy for Gibbs Random Fields , Bulletin of the Czech Econometric Society vol.21, 33 (2014), p. 59-69 [2014] Download
  30. Janžura Martin :  An efficient estimator for Gibbs random fields , Kybernetika vol.50, 6 (2014), p. 883-895 [2014] Download DOI: 10.14736/kyb-2014-6-0883
  31. Horváth Roman, Baxa Jaromír, Vašíček B. :  How Does Monetary Policy Change? Evidence on Inflation Targeting Countries , Macroeconomic Dynamics vol.18, 3 (2014), p. 593-630 [2014] Download DOI: 10.1017/S1365100512000545
  32. Krištoufek Ladislav, Vošvrda Miloslav :  Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy , European Physical Journal B vol.87, 7 (2014) [2014] Download DOI: 10.1140/epjb/e2014-50113-6
  33. Avdulaj Krenar, Baruník Jozef :  Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets , Finance a úvěr-Czech Journal of Economics and Finance vol.63, 5 (2013), p. 425-442 [2013] Download
  34. Baruník Jozef, Vácha Lukáš :  Contagion among Central and Eastern European stock markets during the financial crisis , Finance a úvěr-Czech Journal of Economics and Finance vol.63, 5 (2013), p. 443-453 [2013] Download
  35. Vácha Lukáš, Janda K., Krištoufek Ladislav, Zilberman D. :  Time-Frequency Dynamics of Biofuel-Fuel-Food System , Energy Economics vol.40, 1 (2013), p. 233-241 [2013] Download DOI: 10.1016/j.eneco.2013.06.015
  36. Kodera Jan, Van Tran Q., Vošvrda Miloslav :  Complex Price Dynamics in the Modified Kaldorian Model , Prague Economic Papers vol.22, 3 (2013), p. 358-384 [2013] Download
  37. Krištoufek Ladislav, Vošvrda Miloslav :  Measuring capital market efficiency: Global and local correlations structure , Physica. A : Statistical Mechanics and its Applications vol.392, 1 (2013), p. 184-193 [2013] Download DOI: 10.1016/j.physa.2012.08.003
  38. Kopa Miloš, Tichý T. :  Concordance measures and second order stochastic dominance-portfolio efficiency analysis , E+M. Ekonomie a management vol.15, 4 (2012), p. 110-120 [2012] Download
  39. Gapko Petr, Šmíd Martin :  Modeling a Distribution of Mortgage Credit Losses , Ekonomický časopis vol.60, 10 (2012), p. 1005-1023 [2012] Download
  40. Branda Martin :  Chance constrained problems: penalty reformulation and performance of sample approximation technique , Kybernetika vol.48, 1 (2012), p. 105-122 [2012] Download

  1. Kodera J., Van Tran Q., Vošvrda Miloslav :  Discrete Dynamic Endogenous Growth Model: Derivation, Calibration and Simulation , Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 419-424 , Eds: Kocourek A., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  2. Voříšek Jan :  Approximate Transition Density Estimation of the Stochastic Cusp Model , Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 892-897 , Eds: Kocourek A., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  3. Krištoufek Ladislav, Vošvrda Miloslav :  Capital market efficiency in the Ising model environment: Local and global effects , Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 465-470 , Eds: Kocourek A., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  4. Kuběna Aleš Antonín :  Symmetry Condition for Partially Factorizable Discrete Distributions , INTERNATIONAL CONFERENCE ON INFORMATION GEOMETRY AND ITS APPLICATIONS IV, p. 46-47 , Eds: Kratochvíl Václav, IGAIA IV - Information Geometry and its Applications, (Liblice, 12.6.2016-17.6.2016) [2016] Download
  5. Vošvrda Miloslav, Schurrer J. :  Wavelet Coefficients Energy Redistribution and Heisenberg Principle of Uncertainty , Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, p. 894-899, Mathematical Methods in Economics 2015 /33./, (Cheb, CZ, 09.09.2015-11.09.2015) [2015] Download
  6. Šmíd Martin :  Markov Equilibrium between High Frequency Traders , International Scientific Conference Managing and Modelling of Financial Risks, p. 781-786 , Eds: Šmíd Martin, International Scientific Conference Managing and Modelling of Financial Risks 2014 /7./, (Ostrava, CZ, 08.09.2014-09.09.2014) [2014] Download
  7. Kuběna Aleš Antonín, Franek P. :  Symmetries of Quasi-Values , Algorithmic Game Theory - 6th International Symposium, SAGT 2013, p. 159-170, Symposium of Algorithmic Game Theory, (Aachen, DE, 21.10.2013-25.10.2013) [2013] Download DOI: 10.1007/978-3-642-41392-6_14
  8. Kopa Miloš :  Value at Risk application to FSD portfolio efficiency testing , Proceedings of Managing and Modelling of Financial Risks 2012, p. 320-325, Managing and modeling of financial risks 2012, (Ostrava, CZ, 10.09.2012-11.09.2012) [2012] Download
  9. Kodera Jan, Vošvrda Miloslav :  Using Mathematica for the Analysis sof Macroeconomic Models , Proceedings of the Wolfram Technology Conference 2012, p. 1-11, Wolfram Technology Conference 2012, (Champaigne, US, 17.10.2012-19.10.2012) [2012] Download
07.01.2019 - 08:39
Institute of Information Theory and Automation