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Publication details

Tail Behavior of the Central European Stock Markets during the Financial Crisis

Journal Article

Baruník Jozef, Vácha Lukáš, Vošvrda Miloslav


serial: AUCO Czech Economic Review vol.4, 3 (2010), p. 282-294

research: CEZ:AV0Z10750506

project(s): GA402/09/0965, GA ČR, 0021620840, GA MŠk, GD402/09/H045, GA ČR, GP402/08/P207, GA ČR

keywords: Financial crisis, tail behavior, stock markets, stable probability distribution

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abstract (eng):

In the paper we research statistical properties of the Central European stock markets

RIV: AH

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Last modification: 21.12.2012
Institute of Information Theory and Automation