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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
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Comparison of approaches for value-at-risk estimation of foreign exchange portfolios
Rimarčík, Marián - In: Politická ekonomie 2005 (2005) 3, pp. 323-336
In this paper historical performance of eleven approaches for estimation of one-day 95% value-at-risk is evaluated. Random sample of 1000 foreign exchange portfolios consisting of positions in EUR and USD with CZK as a base currency was considered. Since foreign exchange portfolio consists of...
Persistent link: https://www.econbiz.de/10005036597
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Hodnotenie zamestnanosti v regiónoch krajín V4
Vojtková, Mária - In: Ekonomické rozhl'ady 39 (2010) 2, pp. 192-206
Persistent link: https://www.econbiz.de/10008825771
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Regionálna analýza výdavkov a príjmov domácností v Slovenskej republike
Vojtková, Mária; Labudová, Viera - In: Ekonomický časopis : časopis pre ekonomickú … 58 (2010) 8, pp. 802-820
Persistent link: https://www.econbiz.de/10008749370
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Richard Emerico Quandt : Doctor Honoris Causa Universitatis Studiorum Comenianae Bratislavensis
Quandt, Richard E. - 1997
Persistent link: https://www.econbiz.de/10000986003
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Korporatívne riadenie a jeho vplyv na cenu akcií
Marcinčin, Anton - In: Finance a úvěr 45 (1995) 8, pp. 419-428
Persistent link: https://www.econbiz.de/10001203236
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Odhady míry nezaměstnanosti neakcelerující inflaci v České republice a na Slovensku
Jašová, Emilie - In: Ekonomický časopis : časopis pre ekonomickú … 59 (2011) 4, pp. 368-391
Persistent link: https://www.econbiz.de/10009303914
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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
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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