Narrow search
Showing 1 - 6 of 6
Cover Image
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
Cover Image
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
Cover Image
Diverzifikácia spotreby potravín na Slovensku
Cupák, Adrej; Pokrivčák, Ján; Rizov, Marian - In: Politická ekonomie : teorie, modelování, aplikace 64 (2016) 5, pp. 608-626
Persistent link: https://www.econbiz.de/10011535377
Cover Image
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
Cover Image
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