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Wavelet decomposition of the financial market
Vácha, Lukáš; Vošvrda, Miloslav S. - In: Prague economic papers : a bimonthly journal of … 16 (2007) 1, pp. 38-54
Persistent link: https://www.econbiz.de/10003442715
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Dynamical agent's strategies and the fractal market hypothesis
Vácha, Lukáš; Vošvrda, Miloslav S. - In: Prague economic papers : a bimonthly journal of … 14 (2005) 2, pp. 163-170
Persistent link: https://www.econbiz.de/10002909142
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Heterogeneous agent model with memory and asset price behaviour
Vošvrda, Miloslav S.; Vácha, Lukáš - In: Prague economic papers : a bimonthly journal of … 12 (2003) 2, pp. 155-168
Persistent link: https://www.econbiz.de/10001765824
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Empirical analysis of persistence and dependence patterns among the capital markets
Vošvrda, Miloslav S. - In: Prague economic papers : a bimonthly journal of … 15 (2006) 3, pp. 231-242
Persistent link: https://www.econbiz.de/10003430804
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Smart agents and sentiment in the heterogenous agent model
Vácha, Lukas; Baruník, Jozef; Vošvrda, Miloslav S. - In: Prague economic papers : a bimonthly journal of … 18 (2009) 3, pp. 209-219
Persistent link: https://www.econbiz.de/10003895445
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An application of the GARCH-t model on Central European stock returns
Vošvrda, Miloslav; Žikeš, Filip - In: Prague economic papers : a bimonthly journal of … 13 (2004) 1, pp. 26-39
Persistent link: https://www.econbiz.de/10002027927