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Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange

Bowsher, Clive G. - Economics Group, Nuffield College, University of Oxford - 2004

Functional Signal plus Noise (FSN) time series models are introduced for the econometric analysis of the dynamics of a large cross-section of prices in which contemporaneous observations are functionally related. A semiparametric FSN model is developed in which a smooth, cubic spline signal...

Persistent link: https://www.econbiz.de/10005687558

Informačné systémy : záujmová publikácia Výskumného Výpočtového Strediska, Program OSN, Bratislava

Bratislava : Alfa - 1.1972 - 20.1991; damit Ersch. eingest.

Persistent link: https://www.econbiz.de/10000353731

Ekonometrická analýza vybraných makroekonomických ukazovatelov v Slovenskej Republike v rokoch 1991 - 1993

Haluška, Ján - In: Ekonomický časopis : časopis pre ekonomickú … 43 (1995) 5, pp. 383-398

Persistent link: https://www.econbiz.de/10001187254

Spomienka na profesora Antona Klasa : tónovi priatelia

Klas, Anton (honouree) - In: Ekonomický časopis : časopis pre ekonomickú … 63 (2015) 1, pp. 109-111

Persistent link: https://www.econbiz.de/10011341458

Fifth International Conference Quantitative Methods in Business and Management

Medzinárodná Konferencia Kvantitatívne Metódy v … - 1997 - 1. vyd

Persistent link: https://www.econbiz.de/10001569724

Test vlastníckej úlohy investičných privatizačných fondov v Českej Republike

Marcinčin, Anton - In: Politická ekonomie : teorie, modelování, aplikace 44 (1996) 5, pp. 645-653

Persistent link: https://www.econbiz.de/10001209819

Vývoj úverového portfólia v rokoch 1993 - 2000 : postavenie úverov v podnikových finančných tokocha základné kritériá hodnotenia úverového rizika

Preisinger, Dušan - 2002

Persistent link: https://www.econbiz.de/10001684079

Vplyv finančnej krízy na budúcnostʹ odvetvia kolektívneho investovania v Slovenskej republike

Matušovič, Marian; Matušovičová, Monika - In: Ekonomický časopis : časopis pre ekonomickú … 58 (2010) 8, pp. 769-782

Persistent link: https://www.econbiz.de/10008749372

Stock Market Integration: DCC MV-GARCH Model

Baumöhl, Eduard; Farkašovská, Mária; Výrost, Tomáš - In: Politická ekonomie 2010 (2010) 4, pp. 488-503

In this paper we analyze the dynamic conditional correlations between CEE stock markets (also known as countries from Vysehrad Group - V4) and developed European stock markets, with German DAX utilized as a benchmark. Our methodology is based on the DCC MV-GARCH approach. It is shown that the...

Persistent link: https://www.econbiz.de/10008564639

Makroekonomický model produktu neakcelerujícího inflaci

Fukaè, Martin; Vašíèek, Osvald - In: Czech Journal of Economics and Finance (Finance a uver) 52 (2002) 5, pp. 258-274

In this paper the authors try to measure production gap in the Czech Republic and, consequently, non-accelerating inflation product (NAIP) as an approximation of potential product. NAIP is treated as an unobservable variable, to which an augmented Phillips curve plays a key role in its...

Persistent link: https://www.econbiz.de/10008495652