Similar Search Results

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 …-covariance method for VaR estimation were investigated. Performance of all approaches was evaluated using seven performance criteria … volatility. It also achieves perfect coverage (95 %) and the highest correlation between risk measure and absolute value of the …

Persistent link: https://www.econbiz.de/10005036597

Detekce a korekce předvelikonočního a velikonočního efektu

Arteche, Josu; Majovská, Renata; Mariel, Petr; … - In: Ekonomický časopis : časopis pre ekonomickú … 59 (2011) 5, pp. 472-487

Persistent link: https://www.econbiz.de/10009303895

Konjunktúrne prieskumy inflačných očakávaní a možnosti ich využitia pre predikciu inflácie v Slovesnkej republike

Laco, Peter; Šulajová, Žaneta - In: Ekonomika a spoločnosť : vedecký časopis … 6 (2005) 1, pp. 80-87

Persistent link: https://www.econbiz.de/10003267575

Časové rady úrod vybraných plodín v SR

Slowakei / Štatistický Úrad - Bratislava - Nachgewiesen 1970/95(1996) -

Persistent link: https://www.econbiz.de/10001468739

K problému nestability v analýze časnových radov

Kolek, Peter - In: Ekonomicko-matematický obzor 22 (1986) 1, pp. 68-87

Persistent link: https://www.econbiz.de/10001051178

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

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

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

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

Spôsoby platenia a niektoré riziká v medzinárodnom obchode

Jančíková, Eva - In: Medzinarodne vztahy (Journal of International Relations) 3 (2005) 2, pp. 104-112

Financovanie zahraničného obchodu je dôležitou súčasťou financovania obchodných aktivít firiem zaoberajúcich sa exportom a importom. Pre každú firmu, ktorá sa zaoberá zahraničným obchodom má veľký význam správna voľba platobných a zabezpečovacích nástrojov. Od správnej...

Persistent link: https://www.econbiz.de/10008691842