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Bibliography

LC06075

  1. Kaňková VlastaEmpirical Estimates in Stochastic Optimization via Distribution Tails , Kybernetika vol.46, 3 (2010), p. 459-471, International Conference on Mathematical Methods in Economy and Industry, (České Budějovice, CZ, 15.06.2009-18.06.2009) [2010] Download
  2. Kuchyňka AlexandrAn Empirical Application of a Two-Factor Model of Stochastic Volatility , Prague Economic Papers vol.17, 3 (2008), p. 243-253 [2008] Download
  3. Vošvrda Miloslav, Vácha LukášHeterogeneous Agents Model with the Worst Out Algorithm , AUCO Czech Economic Review, 1 (2007), p. 54-66 [2007]

  1. Vošvrda MiloslavCapital Market Efficiency and Tsallis Relative Entropy , Proceedings of 27th International Conference Mathematical Methods in Economics 2009, p. 340-345 , Eds: Brožová Helena, 27th International Conference Mathematical Methods in Economics 2009, (Kostelec nad Černými lesy, CZ, 09.09.2009-11.09.2009) [2009] Download
  2. Šmíd MartinProbabilistic properties of the continuous double auction - uniform case , Proceedings of 27th International Conference Mathematical Methods in Economics 2009, p. 317-322 , Eds: Brožová Helena, 27th International Conference Mathematical Methods in Economics 2009, (Kostelec nad Černými lesy, CZ, 09.09.2009-11.09.2009) [2009] Download
  3. Kaňková VlastaA Remark on Empirical Estimates via Economic Problems , Proceedings of 27th International Conference Mathematical Methods in Economics 2009, p. 169-173 , 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, Vošvrda MiloslavCusp Catastrophe Theory: Application to U.S. Stock , Proceedings of 26th International Conference Mathematical Methods in Economics 2008, p. 12-25 , Eds: Řehořová Pavla, Maršíková Kateřina, Mathematical Methods in Economics 2008, (Liberec, CZ, 17.09.2008-19.09.2008) [2008] Download
  5. Kuchyňka AlexandrVolatility extraction using the Kalman filter, IES FSV UK, (Praha 2008) Research Report 10 [2008] Download
  6. Vácha Lukáš, Baruník Jozef, Vošvrda MiloslavSmart Predictors in the Heterogeneous Agent Model, ÚTIA AV ČR, (Praha 2008) Research Report 2222 [2008]
  7. Vácha Lukáš, Baruník Jozef, Vošvrda MiloslavSentiment Patterns in the Heterogeneous Agent Model, ÚTIA AV ČR, (Praha 2008) Research Report 2224 [2008]
  8. Baruník Jozef, Vošvrda MiloslavApplication of Cusp Catastrophe Theory to U.S. Stock Market Crashes , Quantitative Methods in Economics: Multiple Criteria Decision making XIV, p. 19-27 , Eds: Reiff Sladký, Quantitative Methods in Economics: Multiplie Criteria Decision Making XIV, (Tatranská Lomnica, SK, 05.07.2008-07.07.2008) [2008]