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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 stock returns. Scaling is based on the assumption that standard deviation is proportional to the square root of the length of the time interval of the sample (for example daily,...
Persistent link: https://www.econbiz.de/10008549843
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Reálny ekonomický cyklus v podmienkach nedokonalého fungovania trhu kapitálu
Dujava, Daniel; Lisý, Ján - In: Ekonomický časopis : časopis pre ekonomickú … 58 (2010) 10, pp. 1006-1025
Persistent link: https://www.econbiz.de/10009013113
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Korupcia - aktuálny spoločensko-ekonomický fenomén
Figura, Ivan - In: Ekonomický časopis : časopis pre ekonomickú … 52 (2004) 3, pp. 281-297
Persistent link: https://www.econbiz.de/10002141685
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Contemporary problems of public sector and public finance : proceedings of the seminar, Stara Lesná, Vysoké Tatry, August 5 - 11, 1999
Orviská, Marta (contributor) - 1999 - vyd. 1
Persistent link: https://www.econbiz.de/10001543715
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Holistická interpretácia súčasnej ekonomiky
Klinec, Ivan - 1995
Persistent link: https://www.econbiz.de/10000963948
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Influence of Different Ownership Forms on Efficiency of Czech and Slovak Banks: Stochastic Frontier Approach
Baruník, Jozef; Soták, Branislav - In: Politická ekonomie 2010 (2010) 2, pp. 207-224
The paper presents empirical analysis of influence of different ownership forms on efficiency of Czech and Slovak banks using the Stochastic Frontier Analysis. The paper brings new results as it uses set of data which has not been used previously in the literature. On the set of 44 Czech and 21...
Persistent link: https://www.econbiz.de/10008577445
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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
the hypothesis of the efficient-market theory, even in its weak form. Another finding, as regards the macroeconomic …
Persistent link: https://www.econbiz.de/10005808639
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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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Biatec : odborný bankový časopis
Národná Banka Slovenska - Bratislava - 1.1993 - 27.2019; damit Ersch. eingest.
Persistent link: https://www.econbiz.de/10000485194