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Selected Methods of the Prediction of PX Index Trend Reversal
Trešl, Jiří - In: Politická ekonomie 2011 (2011) 2, pp. 184-204
The paper is concerned with the use of several methods that can be useful from the point of view of trend reversal in financial time series. These methods are demonstrated on PX index time series during 2002-2009. The research itself is subdivided into four parts corresponding to individual...
Persistent link: https://www.econbiz.de/10009019523
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Financial Crisis and Its Impacts on the Stock Market
Otýpková, Michaela - In: Acta Oeconomica Pragensia 2010 (2010) 4, pp. 3-11
The article deals with a numerical comparison of impacts of financial crises on the stock market over the last one hundred years. The goal of the analysis is to investigate, according to certain criteria, whether the current crisis on the stock market is more serious than the previous ones.
Persistent link: https://www.econbiz.de/10008642623
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Hodnocení smrtelných rizik na trhu práce : studie hedonické mzdy v ČR
Melichar, Jan; Ščasný, Milan; Urban, Jan - In: Politická ekonomie : teorie, modelování, aplikace 58 (2010) 5, pp. 657-674
Persistent link: https://www.econbiz.de/10008825655
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Investments, uncertainty and irreversibility
Belanová, Katarina - In: Ekonomický časopis : časopis pre ekonomickú … 60 (2012) 2, pp. 187-209
Persistent link: https://www.econbiz.de/10009724879
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Modelování postoj°u ekonomického subjektu k riziku v procesu vstřícného plánování
Bureš, Jiří - In: Ekonomicko-matematický obzor 20 (1984) 2, pp. 158-170
Persistent link: https://www.econbiz.de/10001051181
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Environmentální riziko v ekonomických souvislostech a EIA
Macháček, Jaroslav - 1997 - 1. vyd
Persistent link: https://www.econbiz.de/10000964093
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Application of FIGARCH and EWMA Models on Stock Indices PX and BUX
Štolc, Zdeněk - In: Acta Oeconomica Pragensia 2011 (2011) 4, pp. 25-38
Volatility of the financial time series belongs to the crucial estimated parameters in finance (e.g. in risk management …-distribution and used to the calculation of the 1-day 95% and 99% Value at Risk values. Finally, the validity of the models is verified … alternative to the EWMA model in the Value at Risk calculation. …
Persistent link: https://www.econbiz.de/10009294290
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Comparison of Volatility Models of PX Index and FTSE 100 Index
Borovička, Adam - In: Acta Oeconomica Pragensia 2011 (2011) 2, pp. 66-88
The article deals with a typical phenomenon of financial time series - volatility. These time series usually embody intermittent periods of relative "calm" and quite high variability. A volatility modelling of time series is made with the help of special econometric volatility models which...
Persistent link: https://www.econbiz.de/10009021821
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Modelování měnově politické úrokové míry ČNB neuronovými sítěmi
Kukal, Jaromír; Tran Van Quang - In: Politická ekonomie : teorie, modelování, aplikace 59 (2011) 6, pp. 810-829
Persistent link: https://www.econbiz.de/10009488516
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Regionálna analýza pomocou samoorganizujúcich sa máp
Chudý, Lucius; Farkaš, Igor - In: Politická ekonomie : teorie, modelování, aplikace 48 (2000) 5, pp. 685-697
Persistent link: https://www.econbiz.de/10001582245