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Defection of Traditional Standard Deviation Scaling of Capital Asset Returns

Gazda, Vladimír; Koøený, Karel; Výrost, Tomáš - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 7-8, pp. 325-334

In this paper, we investigate the adequacy of scaling, a method frequently used in estimation of standard deviation of …

Persistent link: https://www.econbiz.de/10008549843

The Czech Equity Market - Its Effectiveness and Macroeconomic Consequences

Horská, Helena - In: Czech Journal of Economics and Finance (Finance a uver) 55 (2005) 5-6, pp. 283-301

This paper examines features of the Czech stock market’s development from 1997 to 2003 and attempts to unveil the macroeconomic consequences of stock-price development. The analysis of the stock market’s behavior supports a cautionary stance on the hypothesis of the efficient-market theory,...

Persistent link: https://www.econbiz.de/10005808639

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

developed in which a smooth, cubic spline signal function is used to approximate the price curve data. Estimation may then be …

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

Estimation of non-accelerating inflation rate of unemployment in the Czech Republic and Slovakia

Jašová, Emilie - In: Ekonomický časopis : časopis pre ekonomickú … 59 (2011) 4, pp. 368-391

Persistent link: https://www.econbiz.de/10009303914

Rovnovážny reálny výmenný kurz slovenskej koruny

Zeman, Juraj - In: Ekonomický časopis : časopis pre ekonomickú … 52 (2004) 9, pp. 1035-1050

Persistent link: https://www.econbiz.de/10002909575

Odhad počtu živonarodených v Slovenskej Republike do roku 2020

Chajdiak, Jozef - In: Slovenská štatistika a demografia 11 (2001) 3, pp. 27-45

Persistent link: https://www.econbiz.de/10001624532

Determinanty integrácie akciových trhov krajín V4

Baumöhl, Eduard - In: Politická ekonomie : teorie, modelování, aplikace 62 (2014) 3, pp. 347-365

Persistent link: https://www.econbiz.de/10010415498

Produkčná (ne)homogenita regiónov Slovenska

Ostrihoň, Filip; Ivaničová, Zlatica - In: Politická ekonomie : teorie, modelování, aplikace 63 (2015) 5, pp. 641-657

Persistent link: https://www.econbiz.de/10011341162