PhDr. Tomáš Adam
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Financial Stress Spillover and Financial Linkages Between the Euro Area and the Czech Republic |
Czech Journal of Economics and Finance |
PhDr. Tomáš Adam
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Rule-of-Thumb Consumers in the New Keynesian Framework: The Implications for Fiscal Policy |
LAP Lambert Academic Publishing |
PhDr. Tomáš Adam
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Rule-of-thumb households in the Czech Republic |
Proceedings of 30th International Conference Mathematical Methods in Economics |
PhDr. Tomáš Adam
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Time-varying Betas of the Banking Sector |
IES Working Papers 23/2012 |
PhDr. Tomáš Adam
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Time-varying Betas of the Banking Sectors |
Czech Journal of Economics and Finance |
Mgr. Juraj Alexander LL.M.
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A New Model of Hedge Fund Regulation: Shorting Federalism or Bernie’s Nightmare |
SSRN |
Mgr. Juraj Alexander LL.M.
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Avoid the Choice or Choose to Avoid? The European Framework for Choice of Avoidance Law and the Quest to Make it Sensible |
Norton Annual Review of International Insolvency |
Mgr. Krenar Avdulaj
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The Extreme Value Theory and Copulas as a Tool to Measure Market Risk |
Bulletin of the Czech Econometric Society, Czech Econometric Society, 19(29), pp. 70-90. PDF |
Mgr. Krenar Avdulaj
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The Extreme Value Theory as a Tool to Measure Market Risk |
IES Working Papers 26/2011 |
RNDr. Tomáš Bárta Ph.D.
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A generation theorem for hyperbolic equations with coefficients of bounded variation in time |
Riv.Mat.Univ.Parma |
RNDr. Tomáš Bárta Ph.D.
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Analytic solutions of Volterra equations via semigroups |
Semigroup Forum 76 |
RNDr. Tomáš Bárta Ph.D.
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Asymptotic behaviour of Volterra integrodifferential equations |
Tuebinger Berichte 10 |
RNDr. Tomáš Bárta Ph.D.
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Delayed quasilinear evolution equations with application in heat flow |
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RNDr. Tomáš Bárta Ph.D.
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Integrodifferential Equations in Banach Spaces |
Ph.D. Thesis, Charles University of Prague |
RNDr. Tomáš Bárta Ph.D.
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Laplace Transform and Semigroup Approach to Integrodifferential Equations |
Riv. Mat. Univ. Parma |
RNDr. Tomáš Bárta Ph.D.
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On R-sectorial derivatives on Bergman spaces |
Bull. Austral. Math. |
RNDr. Tomáš Bárta Ph.D.
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Polynomial decay for solutions of hyperbolic integrodifferential equations |
Glasgow Math |
RNDr. Tomáš Bárta Ph.D.
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Smooth solutions of Volterra equations via semigroups |
Bull. Austral. Math |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting and Financial Stability Stress Tests |
Czech National Bank working paper series No. 10-2011 |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting, and Financial Stability Stress Tests |
Czech National Bank Research Bulletin 1/2012 |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Are Bayesian Fan Charts Useful? An Evaluation of Macroeconomic Forecasts and Financial Stability Stress Tests |
International Journal of Central Banking, revise-resubmit |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Barunik J., Aste T. Di Matteo T., Liu R. : Understanding the source of multifractality in financial markets |
Physica A, 391 (17), pp. 4234-4251 PDF |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Barunik J., Kristoufek L.: On Hurst exponent estimation under heavy-tailed distributions |
Physica A, 389 (18), pp. 3844-3855 PDF |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Barunik J., Sotak B.: Vplyv rôznych foriem vlastníctva na efektivitu Českých a Slovenských bánk: Prístup analýzy stochastických hraníc |
Politická Ekonomie 2, pp. 207-224 PDF |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Barunik J., Vacha L., Kristoufek L.: Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data |
Mathematical Methods in Economics Proceedings (1), pp. 12-17 |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Barunik J., Vacha L., Vosvrda M.: Smart Predictions in the Heterogeneous Agent Model |
Journal of Economic Interaction and Coordination, vol. 4(2), pp. 163-172 PDF |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Barunik J., Vacha L., Vosvrda M.: Tail Behavior of the Central European Stock Markets During the Financial Crisis |
AUCO Czech Economic Review 4(3) pp. 281-294 PDF |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Barunik J., Vacha L.: Monte Carlo-based tail exponent estimator |
Physica A, 389 (21), pp.4863-4874 PDF |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Baruník J., Vácha L.: Neural Networks with Wavelet Based Denoising Layer: Application to Central European Stock Market Forecasting |
Mathematical Methods in Economics Proceedings |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
|
Baruník J., Vosvrda M.: Application of Cusp Catastrophe Theory to U.S. Stock Market Crashes |
Quantitative Methods in Economics proceedings |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Barunik J., Vosvrda M.: Can a stochastic cusp catastrophe model explain stock market crashes? |
Journal of Economic Dynamics and Control 33, pp. 1824-1836 PDF |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Baruník J., Vošvrda M.: Cusp Catastrophe Theory: Application to U.S. Stock |
Mathematical Methods in Economics Proceedings |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Barunik J.: Book Review: L.E. Calvet & A.J. Fisher (2008): Multifractal Volatility: Theory, Forecasting, and Pricing |
AUCO Czech Economic Review 4 (3), pp. 341-343 PDF |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Baruník J.: How Does Neural Networks Enhance the Predictability of Central European Stock Returns? |
Finance a úvěr-Czech Journal of Economics and Finance, 7-8 (58), pp.359-376 PDF |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Barunik, J. Vacha, L.: Modeling multivariate volatility using wavelet-based realized covariance estimator |
Mathematical Methods in Economics Proceedings |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Barunikova, M. Barunik, J.: Neural Networks as Semiparametric Option Pricing Tool |
Bulletin of the Czech Econometric Society, Czech Econometric Society, 18(28), pp. 66-83 PDF |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment |
(under revision) preprint here: PDF |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
|
Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data |
IES Working Papers 22/2011 |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Jumps and co-jumps in forecasting multivariate volatility |
(Submitted) |
PhDr. Jozef Baruník Ph.D., ČEZ Chair
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Modeling and Forecasting Persistent Financial Durations |
(under revision) preprint here PDF |